PicoCTF is a free computer security game targeted at middle and high school students, created by security experts at Carnegie Mellon University. The game consists of a series of challenges centered around a unique storyline where participants must reverse engineer, break, hack, decrypt, or do whatever it takes to solve the challenge.

CTF 101 aims to take you through the basics of CTF's, and each of the main disciplines, providing clear and comprehensive explanations.  A great reference point for any new player.