Before bumping into a certain framework, and even before approaching a gaming idea, you might wanna invest some time learning C# first. Knowing that you're from a C/C++ background, you should find yourself highly familiar with C#.
Later on, the XNA creators community have extensive libraries, samples and tutorials that can guide you to assimilate XNA.
I wouldn't recommend going for Silverlight unless you want to build an application, and not a game. XNA has an enormous performance/quality boost because it natively uses the GPU for most graphics algorithms including 100% hardware accelerated rendering. Additionally, it has so many game-programming specific libraries and classes that can make your life a lot better.
I remember a highly-animated XNA 2D game of mine was consuming around 2-3% of CPU usage compared to 60% of a much simpler Silverlight game.