XNA 4.0 Game Development By Example authored by Kurt Jaegers is an excellent book for anyone who wants to learn XNA 4.0 games development. As you work through the book you develop some games including Flood Control, Astroid Belt Assault, Robot Rampage, and Gemstone Hunter.
This book comes in two versions one for Visual Basic .NET programmers, and the other for C# programmers. The good thing about this book is that it is very easy to read, and the examples are easy to follow. For anyone new to games programming this is a good place to start