I’ve recently tried finding some good online courses on the topic σ-fields and I just had the hardest time. It was never exactly what I needed. So, I found this youtube video, which isn`t perfect, and lacks a lot of deeper material, but it certainly does help with getting familiar with the definition per se and some basic concepts you will need to wrap your head around it. It also brings a very didactically friendly explanation for Morgan`s Law.

I used it to the first chapter of “Knowing the Odds – An Introduction to Probability” from John B. Walsh, which as usual I am makng it available to you here: