There are plenty of great ways to get started and for about the next week you can get a Window Phone developer account for just $19 (that’s an 80% discount!)
If you’re the git-r-done type, check out Windows Phone App Studio. You can pick from a number of predefined templates (sports team apps, company apps, wedding invitations, etc.), provide data, and customize colors and background all within a web browser! When the app is generated, you can provide it to friends and family to download, or if you want to make it more your own, download the Visual Studio source code and tweak (or gut) away!
If you prefer a more “from-the-top” approach, there a great new resource on Channel 9 – a 35-part, 11-hour series of screencasts taking you from installing the SDK, to working with XAML, to incorporating audio, to leveraging location capabilities and background tasks (and pretty much everywhere in between).