The following are some key resources to understand and use Windows Azure Storage.
The online MSDN documentation and Forums:
There are 4 recent talks:
Optimize the usage of Windows Azure Tables:
If you want the best performance out of Windows Azure Tables, please make sure to follow the tips here: .NET and WCF (ADO.NET) Data Service Performance Tips for Windows Azure Tables.
Then there are a few Technical Papers to provide more details:
Here are additional walkthroughs for storage:
Brad Calder Windows Azure Storage