I'd definitely spend some time here:
Code Samples for Windows Phone
No, you won't understand it at first, but looking through the code samples will help you start to get a feel for the code and the structure.
You say you have done web development. Safe to guess javascript? If so I'd definitely stay with C# since both are rooted in the C language. Giant pitfalls going from one to the other, however, so be aware that what makes sense in one won't necessarily in the other, even if they look similar.
More tutorials here:
C# Tutorials (C#)
I'd also say you should check out
Welcome to INETA and find a .Net user group near you. You can learn a bunch at the meetings and hook up with folks who are doing development now.
Good luck with your endeavors!