I just started to use the tuareg mode in emacs for ocaml programming. So can someone tell me what are the main advantages of using it? Can someone suggest me any tutorial for that?
Tuareg-mode is good because it can parse code and calculate indentation & font-lock basing on this information. Plus it provides pretty good possibilities to interactive work with code.
Regarding tutorial - I don't think that such exists (although I planned to write it long time ago). All information for installation is in README file, and you can learn about available commands by visiting file with OCaml source code, and pressing C-h m to get description of mode, or by getting description of tuareg-mode function (if tuareg.el is loaded already).
Useful addition to these descriptions is Tuareg mode refcard that lists all (or almost) available commands.