The JVM has a long tradition for hosting other lanugages than Java, and it even has some functional languages like Scala, Kotlin and Eta (Haskell). For CLR (.NET), there aren't as many choices, but the one it has is mature and a joy to use.

Description from fsharp.org

And from Wikipedia

F# is a language in the ML-family, but borrows from other languages as well. While multi-paradigm, it has been designed to make functional programming the preferred paradigm. It is a very practical language with great interop with .NET and C#, so all the APIs and libraries you already know can be used. It has also always been developed in the open, and has a strong open-source community around it.

Several features of F# should also be somewhat familiar to modern C# programmers as C# has borrowed/been inspired by several features from F#. Async/await, pattern matching and records to name a few. I salute C# for these efforts, but it's difficult to retroactively add such features in a non-breaking way while gaining all the benefits. So these new features have a much cleaner design in F#, and there are yet features C# haven't gained.

While there might be areas where F# especially shine, for me, it's a general purpose language which fits business applications really well. It makes it easy to model domains in a way that's easy to read and reason about, while being robust and easy to change. Scott Wlaschin has a serie on Why Use F# which I wont try to replicate here, but might act as a nice starting point to see some of the benefits of the language and paradigm. If you're more into examples, my upcoming post about functional architecture (broken link until December 22nd) will demo an application using several key F# features to model a pure, functional architecture.

Everyone takes a different approach to learning, so I won't try to teach F# here, but rather give some links to work as possible starting points.

The main entry-point for F# would be the main website, fsharp.org. This is a treasure trove of links, and I'm pretty sure you can find direct links for everything I'm posting here from that site. From the about page, you'll find links to guides and more.

The quickest way to test code is using one of the online environments like the old try.fsharp.org or the newer tryfsharp.fsbolero.io, which is made with Bolero (Blazor for F#). For those wishing to use a local editor, there are plenty of editors available, with popular choices being Visual Studio (remember to enable it), Project Rider, Ionide for VSCode and Vim and fsharp-mode for Emacs.

The latest version, F# 5.0, which was released together with .NET 5.0, and had a strong focus on interactive programming (see .NET Interactive), so you can use Jupyter notebook, nteract and VSCode Notebooks. Together with it's static type system, and easy and terse syntax, it's a good fit data analysts and non-developers.

When I first started with functional programming and F#, I found Scott Wlaschins F# for fun and profit was filled with indispensable resources, and probably one of the biggest reasons I really got into FP.

In addition to fsharp.org, Microsoft is officially supporting the language, and therefore also has plenty of resources from the entrypoint at dot.net.

While you can use all .NET libraries, there are also plenty of libraries which has been created to play on the strengths of F#. fsharp.org has a nice overview of the community and the projects with links to important projects, the F# Community Project Incubation Space and the Awesome F# list (which has additional links at the bottom).

To stay up to date on what's going on in the F# world, I follow Sergey Tihons F# Weekly, which is a nice and thorough weekly aggregation.

So hopefully this will give you something to look at and play with if you're interested in a mature, practical and fun programming language.