Windows Phone 7: Videos on how to build Silverlight games on Windows Phone 7
Silverlight Game Development for Windows Phone 7 (Part 1 of 6): System Setup and Tools
Silverlight Game Development for Windows Phone 7 (Part 2 of 6): Game Core Concepts
Silverlight Game Development for Windows Phone 7 (Part 3 of 6): Handling Input and Logic
Silverlight Game Development for Windows Phone 7 (Part 4 of 6): Scoring and Collision Testing
Looks like Part 5 and 6 are to be done later. I would recommend that you watch these videos and get use this as your point of getting started building Video Games.