You can get started by downloading the tools and registering to publish here: http://create.msdn.com/en-us/home/getting_started
There are a lot of very good tutorials out there. I recommend Channel9's Windows Phone 7 training course and Windows Phone 7 for the Absolute Beginner.
There's also a very good book available as a free PDF download: Programming Windows Phone 7 by Charles Petzold.
