Here is a good set of begging tutorials, very simple stuff and easy to follow. I just found out about it.
A guy is implementing all NeHe tutorials ( http://nehe.gamedev.net/ ) using XNA :

http://www.gamedev.net/community/forums/topic.asp?topic_id=464662

http://br.youtube.com/watch?v=jBQhxYNxI8U
http://br.youtube.com/watch?v=2LBz31EpBNA
http://br.youtube.com/watch?v=Q0MpSxyH-34
http://www.youtube.com/watch?v=vd4R1JVXNAc
http://www.youtube.com/watch?v=BvSG4_nOB88