As an aspiring or a seasoned F# developer looking for F# resources, the F# Software Foundation (http://fsharp.org/) should be your first stop. The F# Software foundation website is a one-stop shop for language documentation, reference, and specification.
Don Syme's blog, who's the designer and architect of the F# language (http://blogs.msdn.com/dsyme) and his Twitter feeds (https://twitter.com/dsyme) are excellent resources to keep up with the state of F#. If you like to see sample code and tweak it to learn, the MSDN F# Code Samples (https://code.msdn.microsoft.com/ and check the F# box under Programming language) should be among your list of favorites/bookmarks.
If you wish to possess more information on functional data structures, the most famous and widely acclaimed work on purely functional data structures comes from Chris Okasaki's dissertation, Purely Functional Data Structures. This dissertation is also available as a book, which depicts Okasaki's research...