First of all learn C#. Don't touch XNA or game programming yet. You will do yourself a huge favor by getting familiar with the language before the tools. Far too often we'll see lots of people get stuck in there games on very simple C# issues that aren't game related. If you take a few days/weeks/months (however long it takes for you) to learn C#, you will be better in the end. I usually recommend this free, online tutorial series:
http://www.csharp-station.com/Tutorial.aspx. Of course there are countless other websites and books you can use as well.
Then, once you are comfortable with C#, start building small games. I don't mean a small RPG because you will quickly find how not-small any RPG project is. I'm talking Pong, Breakout, Space Invaders, Frogger, Pac-Man, and Tetris. Things like that will get you through the basics of game programming and all the way to a finished product. That is really how you should learn. Too many people start off learning C# and XNA while trying to do an RPG only to get frustrated and quit because they didn't listen and start small. I'll be a little selfish here and plug my Alien Aggressors tutorial (82 page PDF on how to make a Space Invaders/Galaga clone):
http://nick.gravelyn.com/2008/04/22/alien-aggressors-tutorial-up/. And again there are tons of other resources you can find by searching for XNA tutorials in your favorite search engine.
The last thing to know is that there
will not be a tutorial for everything. The key to becoming a good programmer (for any area) is learning how to take what you know and apply it in a new way. If you become reliant on tutorials showing you how to do everything, you will fail when you reach that point where there are no more tutorials to help you. Do the work now and start experimenting. Take tutorials you see and try to bend them into doing other things. That will ultimately be the key in completing your future game projects.
