If you are a visual person like I am you often find it easier to visualize and understand things after seeing it. Over at the XNA Team blog there are some pointers to some presentations about XNA that may be helpful.
Specifically there is a pointer and description of a webcast about the Space Wars starter kit, an interview with Boyd Multerer the XNA product unit manager over on Channel 99, and presentations from GameFest. I've watch a couple of demos using the Space Wars starter kit and it really helpd me jump start my understanding of it and how I can have some fun with it. Seeing makes a huge difference for me.
The XNA blog is a great place to keep up with the latest XNA news by the way.