It is an easier way to create graphics than DirectX, which is a highly complex language. XNA has made game development easier and more approachable for beginners by providing an out-of-the-box support for many common game programming tasks. Another benefit of XNA is that it can be modified to fun on an XBOX 360.
When XNA first came out there were very few help sites for it. But as it has grown, many websites have been published, and even a few books have been written. The following links are some of the best sites I have come across in my experiences.
Ziggyware offers many XNA tutorials to get you going, along with additional tutorials on c#.
XNA-resources offer people to talk to, and many tutorials varying in difficulty.
XBOX 360 homebrew offers tips and tutorials about homebrew which allows you to run games that you have made, on your 360.
Finally, XNA portal is a very good site that offers many links to other sources of information about XNA game programming