I don't really know of a tutorial for this. In the simplest form you just need to create a page with thumbnails and corresponding pages where the video plays, but based you asking this question, I think it is safe to assume you need something more than this or an automated solution where the FLV player page picks from FLV videos to play depending on what link is clicked on.
If that is the case you will need to post back first with what server-side language you plan on using (php, asp (.NET), etc) and if you can/plan on using a database (ie: mySQL, MS SQL, etc).
I would deffinetley choose PHP/MySQL ect.
If it helps, I am aiming for what You Tube does, they have a series of videos that are all played in the same page using the same FLV Player, I am planning to upload a lot of videos and I want to avoid giving them their own pages, it will just take up much needed space.
You need a Flash Payer that uses a Playlist. There are several ways to do what you want depending on your coding skills. If you're an Action Script coder, you could build this yourself in Flash (check in with the Flash forums).
If you're not a seasoned coder, you may find what you need below:
Wimpy Rave Player (NOT FREE) will do exactly what you want out of the box. And it is easy to set-up. Simply add FLV and thumbnail files to a designated folder on your web server and the Playlist is self populating (php, asp, or coldfusion supported). If time is valuable, this is money well spent.
Flowplayer is open source (FREE) media player that can be configured in a variety of ways using jQuery, Action Script and plain HTML and CSS. This player is highly flexible but the learning curve can be a bit steep for non-coders.
Get Flowplayer here:
Get the optional Playlist plug-in here:
MC Media Player Altair is another open source (FREE) player to look at.
Good luck with your project,