If you are new to games development in general, and especially 3D, XNA is one good way to start out. Why so? For one, there is a large number of materials published on it and they cover quite large ground – terrain, shaders, cameras, 3d movement and the such. Second, it is using the right-handed coordinate system, which make its compatible with whatever mathematics you can find in textbooks and OpenGL tutorials.

The other advantage,  I have realised, is that Unity3D’s API shares quite a number of similarity with XNA’s Maths library. That will in handy if you are intending to pick up Unity3D later on.