As someone has been working with Windows Azure since its early days I understand how much effort it takes to get started with the platform.
Luckily over the last couple of Windows Azure SDK releases the documentation is started to do justice to the platform itself.
Any here are some nice links to get you started:
General Overview Whitepaper http://go.microsoft.com/?linkid=9682907 Official Microsoft Site http://www.microsoft.com/windowsazure/ Updated List of all “How To” Documents for Azure http://msdn.microsoft.com/en-us/library/gg432998.aspx Video: Lap Around the Windows Azure Platform http://www.msteched.com/2010/Europe/COS322