I too am beginning to do game development and decided to try XNA 4.0 with Visual Studio 2010. My basis is that there are a lot of people out there who do not "instantly" upgrade to the latest Microsoft has to offer. Microsoft seems to push out new technology and leave older stuff to whither. But IMHO that is a bad business model. Outside of the USA and possibly the EU, many countries still rely on Win XP and Win 7. So I decided to continue focus on the Win7 desktop market. So far I've been happy with the decision. XNA 4.0 within Visual Studio 2010 gives me all the tools I need to do my game development. Additionally other open source vendors have complementary tools which also fit this environment.
For other newbies like me, I would recommend staying the course with XNA. I have heard that Monogame is planning to release their framework for the Win 7 environment later this year. In conjunction with MonoDevelop that would make a nice alternative to XNA should anyone decide to migrate away from it.