A great place to start is at Pluralsight! Watch the course titled "MVVM Light Fundamentals" available at http://pluralsight.com/training/Courses/TableOfContents/mvvm-light-toolkit-fundamentals
See the videos and articles available at http://www.mvvmlight.net/doc/
Source code documentation
The source code documentation is available at http://www.mvvmlight.net/help/
Building the code
In order to get the latest source code from the Source Code section, build it, unit test it, and get the latest DLLs installed, check this article:
http://www.mvvmlight.net/building/
Installing the binaries with NuGet
You can add MVVM Light to an existing Windows Presentation Foundation, Silverlight, Windows Store or Windows Phone project with the help of the NuGet package manager. For more information, visit http://www.mvvmlight.net/installing/nuget/
Installing the full toolkit (binaries, templates, snippets)
See this page to install the full MVVM Light Toolkit : http://www.mvvmlight.net/installing/
Creating your first application
To create an application in Visual Studio: http://www.mvvmlight.net/creating/.