I started directly from XNA, which was probably unwise. Since I'm an XNA guy and XNA is good for games with C# imo I'll post some good XNA tutorials: I began at
http://riemers.net and started learning it from there. He does XNA tutorials specifically in 3d, 2d etc.
A couple of days in I then realised I didn't know enough about the language and so went here:
http://rbwhitaker.wikidot.com/c-sharp-tutorialsFor me it clicked properly once I found out about reference and value types.
Riemer is good because his tutorials involve complete games, whereas R.B. Whitaker does more tutorials on more random topics, like normal mapping shaders, etc.
Don't be put off by Riemer's site, it does look a bit terrible but the content is good.
Also when stuck try stackoverflow for general programming, and either TIGS or gamedev.stackexchange.com for gamedev-specific issues