The video below is a nice level 200 video recorded at TechEd 2010 Australia showing you a basic intro with develop applications with Silverlight for Windows Phone 7.
Session Description: Building Windows Phone 7 applications is all about combining the power of Silverlight on the device with services in the cloud. You can offload long running processes to a worker process hosted in Windows Azure, and receive a push notification when it completes. Your application can also leverage the location services to provide more context rich information. This session walks through how you can consumer a number of cloud-based services such as Messenger Connect, Windows Azure storage and OData WCF Data Services from within your Windows Phone 7 application. Of course, this wouldn’t be complete without the mandatory discussion on how to handle connectivity issues, such as caching and synchronization..
TechEd 2010 is currently on and Microsoft are currently showing off near final builds of Windows Phone 7. This latest video shows the OS is now running much more smoothly than the earlier build’s that were demo earlier this year. Jump to 2m:22s if you want to see the Windows Phone 7 demo.