I've learned every sort of programming I know by doing it. Start small, maybe by altering existing F# programs, certainly not by writing anything large. Slowly build up. You'll have the concepts down long before you're really good at writing according to the concepts.
Books and tutorials can be useful, but nothing will replace getting some practice at functional programming. What would be nice would be a mentor, but nowadays if you're stuck on something you can always ask on SO.
Don't get too ambitious in your time estimates either. You can learn a new language fast, but learning to think in a new way is a lot slower. Accept that you're likely to get confused and puzzled, but know you can get out of it. (Then again, maybe you'll take to it like a cat to catnip and have no problems with it. It's never happened to me, but my experience isn't universal.)
And have fun learning.