I got started with Silverlight by reading the steps listed on this page: http://silverlight.net/GetStarted/
My biggest concern was developing Silverlight within Visual Studio so I installed Silverlight Tools so that Silverlight would show up as one of the project choices.
The following was installed:
Microsoft Silverlight 2 Developer Runtime
Microsoft Silverlight 2 SDK
Microsoft Silverlight Tools for Visual Studio 2008 SP1
Outside Links
Samples - http://silverlight.net/community/communitygallery.aspx
QuickStart - http://silverlight.net/quickstarts/managed.aspx
MSDN - http://msdn.microsoft.com/en-us/library/cc838158(vs.95).aspx