The main differences are that F# does not support:
- functors
- OCaml-style objects
- polymorphic variants
- the camlp4/5 preprocessor or extension points (ppx)
In addition, F# has a different syntax for labeled and optional parameters.
In theory, OCaml programs that don't use these features can be compiled with F#. Learning OCaml is a perfectly reasonable introduction to F# (and vice versa, I'd imagine).
The complete list of differences is here (note: archive.org replacement of dead link).
