This is the page of C# resources that I wish I had when I got started.
Snag a copy of Visual Studio, whether it’s the free Express version, or one of the uber-featured ones.
In addition to .NET, snag the Reactive Extensions (Rx) library.
If you’re able to, grab a copy of Expression Blend as well for graphical layouts. Not mandatory, but it helps.
And you’ll want these books: