The best book I've read about .NET programming was Microsoft .NET for Programmers by Fergal Grimes. Though a bit out of date now (published in 2002) rather than starting off with a Visual Studio project you write some C# code in Notepad and compile from the command line with csc. He takes you through the process of manually wiring an ASP.NET page and codebehind file, etc. all without an IDE.

Later on when you start using the IDE you have a MUCH better understanding of what's happening behind the scenes.

I'm not sure if anything like this book has been written for later versions of the .NET platform, as I haven't touched .NET since about 2008.