Every day (honest) I am asked for a path through the learning material, even though the Getting Started page offers an explicit path. And that is not surprising. We all have our own way of learning. Here is the path that I personally tend to suggest to most Silverlight neophytes.
Path of quick learning:
Go to Getting started and get all the links shown here
Then watch the video on the same page on getting started.
Once Set UP, Writing Programs
Read this tutorial on interface controls.
Watch [forthcoming] this video on why I made the switch to coding with Silverlight and Blend and how powerfully they work together, and then watch watch these “How Do I” videos on Blend for Programmers: Part 1 Part2 Part3 and/or read this tutorial
Data
Next, it’s time to focus on this video on data and then this tutorial on creating n-tier applications 
and data binding.
Follow that with a great video on Cross Domain issues and then read up on user controls which you can supplement with this video on keyboard input followed by this video on user controls.
Styles and Templates
You may then want to read my tutorial and watch my videos on Styles and Templates (to be posted in the next week or two) or check out Karen Corby’s excellent 4 part series on the subject.
Freestyle
After all that you can pretty much move freely among the other tutorials and videos.
Best of luck
