As you don’t know C# and .NET pretty well, I would start learning this language first. I personally recommend you reading a book about it (or at least some parts of it), mainly about the language itself which should be covered on its first chapters.
Even if you take more time to learn the language as you are reading a book, you will code more quickly when you start developing your application.
Concerning PI AF SDK, I recommend you taking a look in a hand-on from vCampus Live! 2012 called “Accessing PI AF Server and PI Server using the PI AF SDK”, which could be downloaded from the Download Center under “Extras” category. It contains a lot of interesting examples using PI AF SDK. The vCampus web sites as well as PI AF Developer Tools (which contains the programming reference for PI AF SDK) are your best friends to help you clarify your PI AF SDK doubts. PI AF Developer Tools could be downloaded also through Download Center under “PI Asset Framework” category.
Hope this helps you!