I don't know of any tutorials on the subject.
If you are able to do so I'd recommend linking Quicken to your account via the internet and downloading as much history as you can. Once that history is in categorize it appropriately and see where you're at.
Your bank may allow you to download longer periods of history manually through their web interface. If this is the case download the history for the entire period you want and manually import it into Quicken. Many banks only allow you to download a month or two at a time. If this is the case I'd recommend importing it in date order so Quickens internal balances don't get confused.
If you aren't able to connect Quicken to your bank, or download a transactions file from your bank I recommend you organize all your receipts and records by date. Once this is done, every day enter one weeks worth of history by hand, starting with the oldest. Categorize the expenditures and income as you go. You'll probably be caught up in less than a month.