I have collected a series of references here that include useful discussions of Exploratory Factor Analysis. (Note that the title refers to Likert-scored items, but the material on factor analysis is not limited to that format.)
In addition to going through literature, you may also have a quick look at some youtube videos on factor analysis by James Gaskin. For an introductory idea, you may find these videos useful.
Does anyone have experiences with factor analysis using SPSS?
Agreed with Khandoker, faster way to learn SPSS Factor Analysis is via Youtube that you can follow from your notebook / computer installed with SPSS.
Assuming your question is asking SPSS base-module Exploratory Factor Analysis (EFA). However, SPSS AMOS (not the SPSS base-module) can also perform Confirmatory Factor Analysis (CFA). For either one or both you can refer to the following links in Youtube.