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I'm glad that you are interested in learning about WiMo. When I first started I knew very little about the hardware behind robotics, and only a little bit behind the software. So, really, if I can do it, so can you! :)

If this is your first time experimenting with electronics and robotics, I'd like to recommend the 3 books that I bought and read and they seemed to do a good job getting me up to speed:

Robot Building for Beginners
Author: David Cook
ISBN: 1-893115-44-5
Programming and Customizing the OOPic Microcontroller
Author: Dennis Clark
ISBN: 0-07-142084-3
Intermediate Robot Building
Author: David Cook
ISBN: 1-59059-373-1

Robot Building for Beginners (1) was a great overview of electronics. If you already know basic electronics (how resistors, capacitors, multimeters, etc work) then most of this book will be review. I found it helpful to have the reference of all of these components even if i may never go that low level. The book does finish off with the building of a robot, so it's not completely beginner.

Programming and Customizing the OOPic Microcontroller is not only a great (and i believe the only) book on the OOPic, it also goes into general circuits as well. I learned a lot about serial data, rs232, ttl, etc from this book. If you end up using the OOPic like I did, then this book is a must. You can also get to the manuals for the OOpic at www.oopic.com, but i liked having the book as well. It is nice to have different perspectives on the material.

Intermediate Robot Building (3) is the sequel to the first book (if that wasn't obvious enough). It gets into a more complex robot and more complex circuits/electronics. There are some nice sections on motors. I put this book 3rd as it may not be totally necessary to get this book to build a WiMo, but I still thought it was useful to have. I also enjoyed learning about the more complex circuits.

Of course MSDN is a great resource for programming for Windows Mobile