You probably won't find documentation available that's as good or better than MSDN, any specific questions / problems, search here and elsewhere online and if you're still not sure post a question.
That said, take a look at the Education CatalogEducation Catalog at the App HubApp Hub.
While not documentation, it provides many samples and lots of useful information.
Also, take a look at Shawn Hargreves' blog, there are many interesting posts relating to XNA.
There's also an index of older, useful postsindex of older, useful posts.