So I have to hold my hands up and admit a mistake. I'd looked at the FSX Missions screen and seen the handful of them labelled "Tutorial" and thought they were the only things Microsoft were offering in terms of a learning curve. Frankly I was a little disgruntled to see all the basic flight tutorials done in a microlight, a couple of single prop ones for learning instrumentation then just a single jet tutorial.
Just this morning however I've finally found the proper Lessons bundled into FSX (hidden away in the Learning Centre view). They seem to do a much better job of covering the things a "serious" simmer would need to know, including the transition from trainers to the heavy tin. I'm going to start working my way through them, starting at the Private Pilot level. I've already got a solid handle on everything covered by the Student Pilot level, so I just this second completed the "First Solo" checkride to prove it.
Before I realised that these lessons existed, I'd been working through the "Aviator 90" series of lessons offered free by Angle Of Attack. This pretty much parallels the lessons in the Solo and Private Pilot sections of the FSX lessons, and also includes a series of practical cross-country flights, as well as a lot more "inspirational" lessons. They're very well done, the creator Chris Palmer does a great job of explaining things and really manages to convey a great deal of enthusiasm for virtual flying. They also use add-on terrain textures from Orbx, so the scenery the lesson videos cover is sometimes quite spectacular.
Angle Of Attack also offer an ongoing advanced series as a subscription service, as well as several video courses covering the flight and operation of various airliners in great detail.
I'd highly recommend Aviator 90 to anyone starting out in any civil aviation simulator (MSFS, X-Plane or Flightgear) as it's entirely generic. If you're the sort of person who learns better by watching and listening rather than reading, I think they complement the Lessons built-in to FSX rather well.