This is where you can find code samples, tutorials and forums on everything XNA-related: http://xbox.create.msdn.com/en-US/education/catalog/
There are lots and lots of samples. Browse through them, open them in VisualStudio and have fun.
As for the Triangle Lists - there are two ways how you can render them
1. Non-Indexed : You need just VertexBuffer (for Vertices)
2. Indexed - you need both VertexBuffer (for vertices) and IndexBuffer (for indices)
Start with the Non-Indexed - basically you just fill the vertexBuffer with all vertices of all triangles. It does not get any simpler than that.
Indexed are faster, because it is only when using the indices that the HW's post-transform cache gets used, but at the very beginning you do not have to mess with that. Get something on screen first, and only then figure out how to make it faster.