There is some training material available on the Channel 9 site to help you get started with development for the Windows Phone 7 Series using the Windows Phone Developer Tools. This training material includes labs and source code for games created with XNA Game Studio 4.0 and the XNA Framework 4.0 for Windows Phone.
Here are some links to the training material that has been posted so far:
- Windows Phone 7 Series Developer Training Kit home page
- XNA Framework 4.0 training for Windows Phone home page
- Lab – creating a Windows Phone version of Alien Game
- Training Kit download link (includes source code for the Windows Phone version of Alien Game described in the lab in the previous link)
I encourage you to take a look at the training material to help you get started developing for Windows Phone 7 Series using the Windows Phone Developer Tools CTP and the XNA Game Studio 4.0 CTP.