Rory Blyth has put together a nice set of screencasts on how to develop applications on Windows Mobile 5.0. These screencasts cover the whole range of topics that you would need in order to get started developing on this platform. I have personally viewed several of these screencasts and the quality of their presentation is what you would expect from Rory - meaning quite darn good.
You can catch all of these screencasts that are uploaded to Channel9 through the following links.
I can only hope in the future deliever the same amount of material at the same level as Rory. He sets the bar for us all.