which are the best tutorials, books, software and practices to start and manage a new .net based Development Project in an Agile way with no experience with it. which methodology is easier to adopt XP|Scrum?
I first learned about XP in 2004, and it completely changed my programming world-view. XP is very approachable, it encourages you to "use what works", and you can start small and work your way into it.
I don't know too much about SCRUM. But I can say I hate the use of the word "sprint" as it has bad connotations. And SCRUM purposely draws the line at not suggesting any engineering practices and tries to be purely a management technique, ostensibly leaving the engineering decisions up to the team.
I'd suggest you get a copy of the seminal XP book which you can easily read through in a couple days, after which you'll be able to make a decision from a more informed point-of-view. If you read the book and like what you read, then go for XP. If you decide you don't like XP after reading (some or all) of the book then you can go onto other things. If you don't want to fork over the cash for the book just yet, go google "extreme programming" and read through the material on the INET -- there's tons of it online.
http://www.extremeprogramming.org/ rivals Kent Beck's book for essential info on XP.