LINQ stands for Language Integrated Query and
is a set of extensions for .NET that allow you to query data the same
way from code and isn't tied to a specific data source. You can use the
same LINQ code for SQL Server, XML, objects, DataSets, and Entities.
Two books you should consider for learning about LINQ, both from Manning:
The former was by far the better written, and taught me almost as
much about LINQ in a single chapter than the latter did in a whole
book. LINQ is built on a lot of foundation, and C# in Depth builds it
up from the ground.
The second book is a whole lot better than nothing, and you will
learn things specifically about LINQ that you won't learn in the first.
But the first book will give you much better foundation, and puts up at
least a token perspective instead of more or less blindly following the
MS line. So, I'm recommending C# in Depth first and foremost for
learning LINQ.
Here is a good intro from Scott Guthrie
This is a nice set of 101 LINQ Samples