Few-shot table understanding is a critical and challenging problem in real-world scenario as annotations over large amount of tables are usually costly. Pre-trained language models (PLMs), which have recently flourished on tabular data, have demonstrated their effectiveness for table understanding tasks. However, few-shot table understanding is rarely explored due to the deficiency of public table pre-training corpus and well-defined downstream benchmark tasks, especially in Chinese. In this paper, we establish a benchmark dataset, FewTUD, which consists of 5 different tasks with human annotations to systematically explore the few-shot table understanding in depth. Since there is no large number of public Chinese tables, we also collect a large-scale, multi-domain tabular corpus to facilitate future Chinese table pre-training, which includes one million tables and related natural language text with auxiliary supervised interaction signals. Finally, we present FewTPT, a novel table PLM with rich interactions over tabular data, and evaluate its performance comprehensively on the benchmark. Our dataset and model will be released to the public soon.