It's always been interesting to me to see how different people will approach learning a new API. Some like to go through the programming guides, some through samples, some comb the reference documentation, some dive into the IDE and let Intellisense guide them...
I've recently talked a bit about what each of the classes in the System.Data.Services namespace. If you're better inclined to go through more conceptual material first, remember that the ADO.NET Entity Framework and ADO.NET Data Services Framework guides are in the MSDN Library under Development Tools and Languages | Visual Studio 2008 | Visual Studio | .NET Framework Programming in Visual Studio | Accessing Data | ADO.NET.
Or, more likely, you'll just keep the direct links around 🙂