First things first, you'll want something other than notepad in which to write code. Microsoft provides several options for the would be .NET developer, including a free development environment called Visual Studio Express and a more robust (for pay) environment, Visual Studio, which students can actually download for free.
Unlike PHP, Python and Perl, .NET languages (C#, VB.NET and F#) are compiled languages like C++ and Java which requires a couple of other tools be installed on your machine, and an integrated development environment like Visual Studio will come with these things automatically.
Starting with C#
I highly recommend C# as the beginning .NET language for new developers. Learning the language idioms will help later on should you decide that you are interested in other languages like C++, Java or F#. To that end, I have listed below a series of links to web based tutorials and learning resources as well as a brief list of my favorite print resources for learning the language and the platform.
Microsoft Virtual Academy
MSDN and Channel 9
Non-Microsoft C# Resources
|Pluralsight (pay service with free trial with thousands of hours of training videos for all technologies)
Books (in order of Complexity)
In this Series: