Although its caveats, a classic on the web and still a useful resource, here is the most recent version I found of the: Matrix and Quaternion FAQ.
Warning: the document I’m linking here has been orphaned for many years and might still contain errors. Moreover, the links are broken on this version hosted on Java 3D (they’re not on the even older, Princeton version).
Quaternion are a very useful tool in 3D, but also one that is unintuitive and difficult to get a natural feeling about. The talk Jim Van Verth, of EssentialMath, gave earlier at GDC2013 explains some facts about quaternions and how they work, by looking back at their discovery: Understand Quaternions.