C# is really close to Java in a lot of ways, so a good working knowledge of Java is hugely beneficial.
Assuming you want to use .NET 4.0 (visual studio 2010), here are the books I would recommend:
Essential C# 4.0 (seconded)
Pro C# 2010 and the .NET 4 Platform
I would say avoid books about Game Development in C# specifically. Microsoft has been pushing XNA Studio as a Teenager/Hobbyist thing, and most of the material out there about Game Dev in C# sucks.
After you get the basics down of the language, I would suggest joining XNA Game Dev Network with Microsoft and downloading a lot of their example games to get a feel for it.
Also, I think MS might be moving to add DX to C#. If that is the case, some C++ and DirectX books might help as well. For now, the XNA library should be ok for what you are looking to do. I've also seen hybrid games that use both C# XNA and C++ DX10.