For learning the language, there is no better guide than F# for fun and profit. Start here[1], then maybe check out this series[2] and this one[3]. If you want to learn about monads and such, go through this series[4]. Look through this[5] page for other good stuff.
Unfortunately, the fsharp.org site is kind of out of date. I think that's mostly a function (heh) of the MS F# docs becoming much better (can be found here[6]). These instructions for getting a dev environment set up are pretty good[7]. If you hunt around, you can also find blog posts which may be a little more comprehensive[8][9][10].
