I’m working with a group at the Microsoft Silicon Valley Campus in Mountain View around learning the Windows Phone 7. As part of the preparation for the group, I searched the web and contacted my team to see what we could use. This is what I’ve come up with so far:

Windows Phone for Developers
The primary developer portal for Windows Phone 7
Programming Windows Phone 7 Series
The Programming Windows Phone 7 Series book from Charles Petzold is currently available in preview form in three parts. The first part goes over the hardware specifications of the phone and a Hello World application for the Phone. The second part covers Silverlight, and the third covers XNA.
Learning Windows Phone Programming
The Learning Windows Phone Programming book by Yochay Kiriaty & Jaime Rodriguez has two chapters available from their book. Chapter 2 introduces Silverlight in the context of the Windows Phone. Chapter 6 also covers Silverlight, but focuses specifically on the additional features available on the phone that aren't in Silverlight 3 specifically. It is split into five parts: User Interface, Security, Networking, Media, and any other run-time differences.
Application Certification Requirements
If you are considering developing a game or application for the Windows Phone marketplace, you'll want to read this document. It goes through the technical requirements and policies that must be adhered to in order to be included on the marketplace. One of the complaints I often hear about mobile development is that with a closed marketplace without transparent guidelines like this document, you are basically betting that your application will be accepted, and if you aren't, you are out the development time and resources. It's best to confirm that you meet the guidelines before you begin development.
Application Platform Overview for Windows Phone
The Application Platform Overview is a great starting point for getting to understand the Windows Phone. It also contains links to other articles on the MSDN documentation to gain more information on the specifics of the platform.
Windows Phone UI Design and Interaction Guide
The Windows Phone has a specifically designed and engineered User Interface, and the recommendation is to model your applications to match, making for a more unified experience requiring less context switching by the user. This document goes over the design and the recommendations for your application.
Designing Web Sites for Phone Browsers
What makes a good web site for a desktop browser does not necessarily make a good mobile web site. Whether you plan to simply apply style sheets for mobile browsers, or create a unique mobile site, this document will help to understand the best practices for the mobile web.
Documentation for Windows Phone 7 at MSDN
As you develop your game or application for the Windows Phone, you will likely need to look up implementation details for Windows Phone specific features like how the accelerometer was implemented. The documentation on MSDN is a great reference, and you will likely find yourself visiting this site often.

If you run into other useful resources, please let me know, and I'll add them to the list.