If you can, find and read "The C++ Standard Library: A Tutorial and Reference". This book contains a whole chapter about STL iterators.
Here is a little something from the book:
Iterator Category Ability Providers
----------------- ------------------------------- ----------------------------
Input iterator Reads forward istream
Output iterator Writes forward ostream, inserter
Forward iterator Reads/writes forward forward_list,
unordered_[multi]set,
unordered_[multi]map
Bidirectional it. Reads/writes forward/backward list, [multi]set, [multi]map
Random access it. Reads/writes with random access vector, deque string, array
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