Hello!
To get started with you can refer to this page which shows how to create a python environment which has all the dependencies required for using deep learning capabilities in ArcGIS Pro.
We also have few courses related to Deep Learning Using ArcGIS, click here.
You can also refer to the ArcGIS Learn Lessons which covers different use cases of GeoAI, click here.
You can refer to these pages to cover the conceptual aspects of deep learning:
Once you are comfortable using deep learning in ArcGIS Pro you can move forward to understand ArcGIS API for Python: