There's also the excellent F# for Fun and Profit website, which has lots of good F# tutorials: http://fsharpforfunandprofit.com/
As an active contributor to the F# open-source community, I can tell you that there is a lot of effort -- both from Microsoft and the wider community of developers -- to build out the F# ecosystem of tools and libraries. For example, Deedle (https://github.com/BlueMountainCapital/Deedle), a data frame library for F# and C# was released a few days ago; this gives you the kind of data-manipulation functionality as you'd get with Pandas or R. JetBrains even started an open-source project to bring F# support to ReSharper: https://github.com/jetbrains/fsharper
http://www.amazon.com/Expert-F-3-0-Apress/dp/1430246502/
I've started functional programming by reading the book about F# by Tomas Petricek. It was really good because it target learning functional programming to someone who have a solid OO background.
http://www.amazon.com/Real-World-Functional-Programming-Toma...
[1]: http://www.amazon.com/Real-World-Functional-Programming-With...