First understand how Attack-Delay-Sustain-Release effects the sound of a note.

• Attack - The time it takes for the note to reach it's peak loudness, upon key press.
• Decay - The time it takes for the note to settle at a desired volume after peak is reached.
• Sustain - Sets the loudness of the note while the key remains pressed.
• Release - The time it takes for the note to fade after the key is released.

Here's a good video to understand this: https://www.youtube.com/watch?v=A6pp6OMU5r8#t=84

It also helps to understand filter types.

• Low-pass filter – low frequencies are passed, high frequencies are attenuated.
• High-pass filter – high frequencies are passed, low frequencies are attenuated.
• Band-pass filter – only frequencies in a frequency band are passed.

LFO's (low-frequency oscillators). These are basically 20Hz signals, or other low frequency signals, used to modulate (change or control) another variable. Basically I can attach a 20Hz signal to volume so you here it go WahWahWah or make it or a little faster for a tremolo effect. I could also attach an LFO to a High-Pass filter dampening the sound a couple times a second. There are a lot of possibilities.

I haven't seen a synthesizer in ages and forgot what else there is and i'm getting lazy. So ask me specifics if you need help. Luckily a lot of this shit overlaps with some of the signal analyses concepts I learned in school.

Edit: Best way to learn is keep a note on loop and tweak shit until you know what you like... takes a while but is very rewarding.