As Rob said, one option is to initialize your CG with a set of columns coming from a feasible solution. The rationale behind is to start from a set of near-optimal (from a MP perspective!) columns. Assuming the dual bound you get from your CG is sufficiently tight, a set of columns coming from a near-optimal feasible solution to your problem should be sufficiently good for the MP.
Another possibility is to add slack variables to all of your constraints, with very high cost coefficients, so your RMP is always feasible. Actually, adding such slack variables is even NECESSARY if you embed your CG within branch-and-price later on.
There is much more than just this (stabilization, cutting planes, DOIs, etc), but for a beginner these two observations should suffice to have a first implementation of CG.
As for tutorials, you may first go and read "A primer on column generation" by J Desrosiers and M Lubbecke. The book containing it (Column generation, G Desaulniers, J Desrosiers and MM Solomon, Eds.) is a great source for beginners. If you are into CG for vehicle routing, there is a recent survey that we (L Costa, C Contardo and G Desaulniers) wrote in the spirit of make the life of students giving their first steps in CG for VRP less painful.