if you're already familiar with LINQ, i feel that the step isn't so big. With Rx you're doing with a collection (more like a continuous stream) what you do with a collection of data items with plain LINQ. There's a few things more to it; notably the difference between hot and cold observables (but that's pretty well documented on MSDN). So I'd start learning plain LINQ (at least the main methods, such as Select, Where, Aggregate, SelectMany, Take) and using it more in your code. Notice how closely they map to many functions in libraries such as Underscore.js.

Then, once you got that, imagine what you could do if you apply the same methods to repeatedly-occuring events. That's Rx.