I'm trying to get started with XNA and I've looked at a few tutorials online, but none of them really talk about all the definitions in the XNA library. I want a good understanding of all the different classes and methods already implemented before starting to use them. Anybody have links to good articles / tutorials that explain these things?

have you looked through the XNA forums yet? (I don't know it it will help)

Yeah, but the content is too scattered and not very comprehensive. I know a little bit of C#, but I don't know jack about either the XNA or DirectX framework.

Take a look at Amazon for books about it.

After getting a hang for the basics you can try exploring using IntelliSense and the MSDN help files. Works for me with standard .NET classes.