If you're looking for a in-depth, full-service introduction to how world creation and programming work in Kodu, I've got a good one for you: http://crackedrabbitgaming.com/2009/08/19/kodu-game-lab-full-game-video-tutorial-with-narration-generic-wars/ Covers creating terrain, adding objects, and...
Richard Mitchell over at Joystiq has done a very nice walkthrough video of creating in Kodu. His level design is cool - I want that level! Reminds me of Scramble, which I've been meaning to recreate for like a year now. Richard, if you're reading this, you can program the rock too - you don't...