Brecht Kets has published quite some tutorials explaining how to get started with XNA Framework and XNA Game Studio Express:

• Opening a window
• Primitives: the basics part 1
• Primitives: the basics part 2
• Primitives: Introducing the Index Buffer
• Drawing 2D Textures
• Input
• Drawing a 3D Model
• Animating a 3D Model

And 2 tutorials on DirectX 10:

• Part 1: Opening a window
• Part 2: Initialising our Direct3D Device

At the same time, I'd also like to congratulate Riemer Grootjans for being awarded as MVP on DirectX and XNA! Well done...