What exactly is XNA?
XNA is a programming API, not a coding language, not a standalone software utility, but an API or Framework which integrates itself into Microsoft Visual Studio or Microsoft Visual C# Express. It’s sole purpose is to easily make high-end games that run on the Xbox 360, PC[, and soon-to-be Zune] without many changes to the game.** It can be used for creating high-quality full featured 3D games up to par with games like Bioshock or Dark Sector with nearly all the features you would require (bump mapping, normal mapping, full HLSL support.) It also allows for creating 2D games very easy and simple just by using the Spritebatch class.