Nick Hill has a four part series discussing how to use OData:
- Understanding and Using OData (1 of 4)
- Understanding and Using OData – OData Publication (2 of 4)
- Understanding and Using OData - Analysing OData Feeds (3 of 4)
- Understanding and Using OData – Creating a Windows Phone OData Client (4 of 4)
Hopefully these articles will show you how to produce and publish an OData Feed, Create relationships between feeds from different sources, analyse OData and finally how to develop a custom OData client. This should give a really good appreciation of some of the possible uses for OData.