If you have C# experience then Windows Phone 7 is easy. Just use MSDN for what is and is not allowed, much the same as a desktop/web C# application using .NET.
If you don't know C# start by learning Visual Studio and C# by building some basic Windows Form applications, get more advanced until you feel comfortable, and then move to Windows Phone 7.
I was one of the showcase application developers from MS so I got dropped in the dark with a short deadline, but once I got it all installed and started working with it MSDN was the best help as there were not many tutorials at that point in time, but if you don't know C# start with Windows and move to phone after as Windows have many more tutorials.