The "F# for fun and profit" site by Scott Wlaschin is a great jumping-off point: https://fsharpforfunandprofit.com/

I discovered it when I was reading a lot about domain driven design, and I stumbled upon a talk by the author that kind of blew my mind:

"Domain Modeling Made Functional" https://www.youtube.com/watch?v=Up7LcbGZFuo

Here's a good place to start: https://docs.microsoft.com/en-us/dotnet/fsharp/

In addition to linking to other parts of the documentation, it links out to other third-party learning sources.

"Expert F#" by Don Syme et. all. is a great starting point. It explains how to get started and contains lots of non-trivial code to type in and try out yourself. Don Syme designed F# as a no-nonsense industrial language and this book is a great introduction from that point of view.

Then there is "Programming language Concepts" by Sestoft - which, while being a language book, at the same time exposes lot of beautiful patterns how to exactly use F# for data munching.

Then, thirdly, Jon Harrop's "F# for scientist" is a great introduction for us that have a penchant foe writing numerical code (graphics or whatever). It's a great companion for the Expert F# as it shows how to use F# effectively in place of sonething like C++ or fortran.