Some of the recent announcements around F# have greatly expanded the number of people looking to dig into the language.
One great resource for getting started with F# online is the online book called The F# Survival Guide, from CTO Corner. To quote Mark Pearl: I highly recommend those wanting to get into the basics of the language to go through this resource. It is easy to understand, especially for someone coming from a C# background.
Here's the description by the authors, John Puopolo and Sandy Squires:
Welcome to the F# Survival Guide by John Puopolo with Sandy Squires. We wrote this book to introduce mainstream developers to the world of functional programming through the lens of F#, Microsoft's first fully-supported multi-paradigm language.In the spirit of a survival guide, this book covers all of the essential elements of functional programming and the F# language. In this regard, the book is concept and keyword complete, covering the entirety of the core F# language and its pragmatic use.
Give it a read… It's really a good introduction to the core of the langauge. There's more you'll need to know after, and the MSDN F# Developer Center has many good additional learning resources, including links to the excellent set of printed books.