Many thanks to Natasha Zaza from the Microsoft Gulf Community Blog for these great informational and training videos for Windows Phone 7:
Training Materials
Windows Phone 7 Developer Training Kit
Getting Started with Windows Phone
Silverlight for Windows Phone
XNA Framework 4.0 for Windows Phones
Windows Phone 7 Getting Started Guide
Windows Phone 7 Jump Start Video Series
Session 1: Introduction
Session 2: Building a Silverlight Application, Part 1
Session 3: Building a Silverlight Application, Part 2
Session 4: Building Games for the Windows Phone 7 Platform
Session 5: Building XNA Games for the Windows Phone 7 Platform, Part 1
Session 6: Building XNA Games for the Windows Phone 7 Platform, Part 2
Session 7: Advanced Application Development, Part 1
Session 8: Advanced Application Development, Part 2
Session 9: Advanced Application Development, Part 3
Session 10: Marketing Your Windows Phone 7 Application
Session 11: Working with Media
Session 12: Final Silverlight Topics and Wrap-Up
Video Training
Video Demos
Windows Phone 7 Startup Speed Test
Windows Phone 7 Photography Features
Windows Phone 7 Text Messaging
Windows Phone 7 Email Client Comparison
There is something interesting in there for the user all the way to those who develop for Windows Phone 7.