My favorite features:
2. Extension methods
4. Collections implementations
Study up on the different collections types and how they work (Arrays, Lists, Dictionaries, Stacks, Queues, LinkedLists, Sets). What you choose can have a great impact on performance of the application.
Make full use of the .NET stack. Microsoft kicks butt on their supporting frameworks for .Net. Examples include SignalR (real-time data updates from server to client), ASP.NET MVC (Does so much more for you than Java's MVC frameworks and is much simpler), and Entity Framework (Code-First is an awesome way of coding up a database). Also, with the release of Roslyn (.NET compiler platform) you can do amazing stuff by tapping directly into the compiler.
I've heard some complaints about the amount of features in C#. Try not to overwhelm yourself by reading some huge tome that has every conceivable piece of code. Concentrate on the 80% that you use all of the time and deal with obscure stuff when it comes.
Embrace the functional concepts of C#, specifically Lambda expressions(delegates), extension methods and LINQ. These can make your code much cleaner and easier to read.
Pluralsight is one of the best sites I've used for C# training. It does require a paid subscription, but it is soooo worth it. The amount of content is ridiculous. As an example, here is a class that teaches the different collections classes and how they work internally: http://www.pluralsight.com/courses/csharp-collections
Another great tool is LinqPad. It allows you to quickly write up a C# app and run it to see the output without the overhead of Visual Studio. You can even see the IL generated and the SQL generated if you're using LINQ to SQL. http://www.linqpad.net/
If you need any help, let me know @JustinBoyer4 is my twitter handle. I can give you tips.