AppFuse not for Rookies
Adrian Sutton hits the nail on the head:
...for seasoned veterans who understand (its) technologies well, AppFuse should be a big time saver. I can see a lot of beginners getting into very deep water with it though.
AppFuse can help you get started quickly, but it won't help you really learn how to use the different technologies. Its tutorials are designed to show you how to CRUD a simple object, but that's about it. For learning the different frameworks, that's what books are for. Technical authors put a lot of time and energy into writing. A good way to show your appreciation is to buy their books. 
My Recommendations:
- Java Development with Ant - you'll be amazed at how much this book explains AppFuse's build.xml. This book inspired AppFuse (thanks Erik!).
- Pro JSP - AppFuse was the sample app for my chapters in this book. Explains many of the security features in AppFuse.
- Hibernate: A J2EE Developer's Guide or Hibernate in Action.
- Web Frameworks: Struts in Action (or update-to-date with Struts Live), Tapestry in Action, Core JSF.
- Spring Books.