I figured out the instructions required setting the rally point before they were finished being recruited! ;P

Too late for a change in A28.

I'd like to recommend that in the next release their cost be changed to half that of the equivalent citizen soldier, plus 20 metal. So a mercenary archer would be 25 food, 25 wood, and 20 metal.

This video es from an older version but will help you alot with the basics. Might not get much what is he doing but If you watch it carefuly more than one time and listen to what he says, you'll learn a lot    

Don't know a decent guide from the top of my head. Maybe the game bugged out or you didn't follow the instructions properly. A batch is a group of units you train together, achieved by holding the shift button when you give the training command (I'm assuming you're on Windows); you can change the size of the batch with the mouse wheel. You set a rally point with a right click while having the producing structure selected. HTH and feel invited to keep asking questions.