The following are the links for introduction to game development using XNA. These set of vidoes will give a good overview of what it takes do develop a game using XNA Framework from Microsoft.

XNA: Game Development Intro

XNA: Game Development - Designing the Game

XNA: Game Development - The Game Loop

XNA: Game Development - Creating Player Animation

XNA: Game Development - Creating a Beautiful Background

XNA: Game Development - Introducing Debugging

XNA: Game Development - Making Games Respond with Collision

XNA: Game Development - Loading Content Into Your Game

XNA: Game Development - Playing Sounds

XNA: Game Development - Creating a User Interface

XNA: Game Development - You did it! Now what?