2D Vs. 3D Games
Update: Note that Zune XNA games only support 2D graphics, so that's another reason to focus on 2D for a bit.
2D games include the classics like Pac Man, Defender, Galaga, Donkey Kong, Super Mario Bros, etc.
3D games include Doom, Quake, Halo, etc.
XNA supports both kinds of games. Generally I think it's easier to put together a 2D game, so that is what I'll focus on first. Also, most 3D games require at least some 2D graphics, such as a score or a health meter display.
Now I just need to get on my soapbox for a second. In my opinion, gameplay is king. You can have the best looking 3D rendered game but if it isn't fun to play, what's the point? Focus on gameplay first. Nintendo is banking on this for their new Wii console. The graphics are not going to be nearly as impressive as the XBox 360 or PS3 but they are banking on their games being more fun to play.