First and Single are not supported for Silverlight because Silverlight requires all networking be done async, but you can simulate it with code like this
NorthwindEntities context = new NorthwindEntities(new Uri("Northwind.svc", UriKind.Relative));
DataServiceQuery<Order> q = (DataServiceQuery<Order>)context.Orders.Take(1);
q.BeginExecute((IAsyncResult ar) =>
{
var o = ((DataServiceQuery<Order>)q).EndExecute(ar).First();
txtOutput.Text = o.OrderID.ToString();
}, null);
In this code you are requesting only one be sent over the network with the Take(1), and then once it is already on the client using First() or Single() to easily get the singleton reference.
There is no definitive list of supported Linq operators available that I know of.
-jeff