Last Wednesday, during the MSDN Evening on XNA Game Studio Express, speaker Brecht Kets gave an overview of community resources available for XNA game developers. One of the resources that he recommended for starters was the XNA Tutorial at the community website http://www.riemers.net (by Riemer Grootjans). There are currently 4 tutorials online: Terrain, Flightsim (which you should be able to complete in one day), HLSL (High Level Shader Language) and Advanced Terrain. Riemer also hosts a forum on his website where you can discuss several XNA and DirectX related topics.
The XNA team (Charles Cox and Michael Klucher) also published an introductory article in the latest MSDN Magazine: “Unleash Your Imagination With XNA Game Studio Express“. (Did you know MSDN Magazine is freely downloadable and available in multiple languages at http://msdn.microsoft.com/msdnmag/.) In the article they cover game development basics and the Spacewar Starter Kit.