Well, you should start with MSDN on the Phone Platform section.
Then I would recommend you go and download the Windows Phone 7 Developer Training Kit , which contains some introductory guides to getting started with WP7 and building your first application.
From there, you can check out several different things, such as:
My last suggestion would be to follow Erno's advice and read the free book by Charles Petzold. This book is great for getting started.
Keep in mind that most of these resources require little experience with .NET and C #. If you want to know that first check out this other free book from Rob Miles on C # treatment.
Hope this helps.
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