If you're trying out Silverlight for Web Parts in a SharePoint application then you will have downloaded the Silverlight Blueprint for SharePoint. We are working on some more material to teach the basics. In the mean time there are a couple of great blog posts out there.
One here from Patrick Tisseghem who did most of the work on the blueprint.
One here from Ian Morrish who runs the online demo site for SharePoint. Ian's post is aimed at installing and using the blueprint samples without being a developer and without building the source yourself.