There are undoubtedly a sea of whisky tastings on offer in and around Edinburgh. Most of them are designed for tourists that have never had whisky before or very rarely. The touristy ones typically go through the standard expressions from the big name distilleries. The kind of stuff you can find at most places that sell whisky. I think these are great for beginners who want a classic introduction to whisky but if you are interested in something a bit more unique, I highly recommend going to a Jolly Toper Tasting.
The Jolly Toper Tastings are run by Mark Davidson, who was the manager of the Cadenhead’s Whisky Shop in Edinburgh for many years and now manages the Royal Mile Whiskies shop up the road on High Street (the street leading to the castle). Mark has an unimaginable wealth of knowledge on whisky and whisky history and focuses on providing unique tastings with whiskies that you are not likely to find at your local whisky shop (unless you live in Scotland). While his tastings are usually attended by well seasoned whisky drinkers, he makes it a point to have them open and inviting for beginners.
His tastings are usually held at the Kilderkin which is a right decent whisky bar at the end of High Street nearish to the Holyrood Palace. However, he occasionally offers tastings that are held on barges in the union canal or features a walkabout Edinburgh.
Here is his website for more information on the Jolly Toper Tastings:
http://www.jollytopertastings.co.uk/