A Tutorial Lecture on Markov Chain Monte Carlo Simulations (Bernd A. Berg, Florida State University) An introduction to my book "Markov Chain Monte Carlo (MC) Simulations and Their Statistical Analysis" is given. The covered material ranges from elementary statistics concepts (the theory behind MC simulation), through conventional Metropolis and heat bath algorithms, autocorrelations and the analysis of the performance of MC algorithms, to advanced topics including the multicanonical approach, cluster algorithms and parallel computing. Real-time illustrations are performed to show how the Web-based computer code allows to re-produce all numerical results of the book.