Are you a newbie and don't know where to start from? Here are some useful tips for you. Please keep in mind that this tutorial covers Silverlight 2.
Runtime
To start with Silverlight first you have to install the Silverlight runtime. Download Silverlight 2 Runtime Windows/Mac
Tools
If you want to begin playing with Silverlight you will need some tools.
Go here and find out both development and design & content creation tools.
If you are a developer you will need Visual Studio 2008 with installed SP1 on it. There is a free evaluation copy for Windows. Express editions doesn't work with Silverlight for now. To create Silverlight applications you will need to download the Silverlight Tools for Visual Studio 2008. This will add the Silverlight project templates. The Silverlight 2 SDK is also included in the package. The SDK contains documentation and samples along with Silverlight ASP.NET controls. You don't need the SDK if you are installing the Silverlight Tools.
Also you can find the newly released Silverlight Toolkit very useful. This is an open source project of Microsoft that intorduces additional controls that can be used when developing in Silverlight.
As a developer you will need additional debug and error information. To get it you need to install the Silverlight 2 Developer Runtime. Choose the Mac or Windows version.
For the designers there is a Microsoft Expression Studio 2 - free evaluation version that works with Silverlight 2. The studio includes: