The documentation group in Developer Guidance just released a set of Windows Phone 7 development articles aimed at guiding the new Windows Phone programmer through all the fundamentals of WP7 development, starting with “Hello World”.
The topics are presented in a recommended order (like chapters of an intro book); however, they are also designed to be modular, so you can skip around to learn about specific tasks and features. The content uses a lot of code snippets along with screenshots, videos, and even embedded Silverlight to demonstrate how the code behaves.
Be sure to check them out.