Videos of the Windows Phone 7 Series presentations from MIX10 are now available online.
For an introduction to the platform, start with Joe Belfiore, Charlie Kindel, and Istvan Cseri.
If you want to make games (or apps) using XNA, start with Michael Klucher, then check out my talk (not just demos, but demos which include cats!) plus Cullen Waters on tooling.
If you want to make apps (or games) using Silverlight, start with Shawn Oster, then Mike Harsh, Peter Torr, and Seema Ramchandani.
Last but not least, if you want to make money using either XNA or Silverlight, check out John Bruno and Todd Biggs discussing the Windows Phone Marketplace.