With the lack of progress on CPU clock speed in the past year and multi core/proc machines being the way of the future we are all going have to get used to multithreading when we hit the limits of one thread (don't all go assuming you NEED multi threading until you actually do). With XNA giving access to 4 threads it can be a useful skill there too.

Some forum posts on multi threading with XNA

• Ways to architect your games
• Setting affinity important on xbox
• Advice from Shawn on best practises
• More on affinity and the Xbox 360s abilities
• Gotchas for input in other threads - it doesn't always work

Some other blog and community site entries that talk about multithreading games

• Ben talks about multithreading XNA rocket commander
• A free C# e-book on multithreading
• Multithreaded Game Engine Architectures