Where to start is the question, and here is a short intro from the best sources I could find:
1. Don Syme’s weblog
He is the creator of F#, and emphasizes the succint and expressiveness of the language.
F# makes three primary contributions to parallel, asynchronous and reactive programming in the context of a VM-based platform such as .NET:
(a) functional programming greatly reduces the amount of explicit mutation used by the programmer for many programming tasks
(b) F# includes a powerful “async” construct for compositional reactive and parallel computations, including both parallel I/O and CPU computations, and
(c) “async” enables the definition and execution of lightweight agents without an adjusted threading model on the virtual machine.
2. Chris Smith’s Programming F# book in 20 minutes Part I and Part II
Notes from the book:
* F# supports functional programming, tells what to do, not how to do.
* F# supports imperative programming
Example:
let functionalSum numbers =
numbers
|> Seq.map square
|> Seq.sum
let imperativeSum numbers=
let mutable total=0
for i in numbers do
let x= square i
total <- total + x
total
* F# supports OO programming, you can abstract the code into classes and objects.
* F# is a .NET language with all libraries, Garbage Collector, and CLI.
* Everything is immutable by default, so you can experience side-effect free development.
* F# is statically typed, at compile time you have the type-safe code.
* Take care of:
– the order of the files of your project in your solution explorer, they will be compiled from top to bottom.
– indentations, as there are no curly brackets, the indentation will define the scope.
– also F# is white-space significant, and case-sensitive.
3. An introduction to F# at Channel 9 by Luca Bolognese. Notes from the presentation:
You went to counter, and told that you want a cappucino, and start to tell “Now you grind the coffee, and get the water, warm it. At the same time, prepare the milk, but I want those things go in parallel.”
Three key things he emphasizes:
1. let keyword bind a value to a symbol
let sqr x = x * x
2. Arrow “->”, similar to “=” in C# for assigning value; but it is more specific: it means you are pushing something inside the location in memory, not working with symbols any more.
let addBalance x=
let balance =0.0
balance <- balance + x
3. fun: Function/lambda expression as in c#
(fun x->x+3) 7;;
which takes 7 as parameter and returns 10 or
List.map (fun i->i*2) [1..4]
which return [2,4,6,8]
4.Don Campbell’s blog about why he loves F#
5. The F# community, HubsFs
6. F# at Microsoft Research
7. Phil Trelford’s session at EdgeUG talk, with nice F# samples.
Anything I have missed?
continuous learning ... 
