This book, Rx.NET in Action, does a great job in explaining the details and background that .NET developers need to effectively use Rx. In particular, it explains how to connect the plethora of asynchronous types in .NET to Rx observables, and how to deal with errors, resource allocation, and last but not least, concurrency.
Since its inception, the .NET Framework has emphasized the importance of asynchronous execution and nonblocking I/O. Through delegates, the .NET Framework has emphasized higher-order functional programming from the beginning, and by automatically defining the BeginInvoke and EndInvoke methods on delegates, developers may call any method asynchronously.
But the BeginInvoke/EndInvoke pattern for asynchronous operations is tedious and verbose, because it requires converting your code into continuation-passing style. As an alternative, the .NET Framework introduced the event-based asynchronous pattern that uses the built-in support of .NET for events and event handlers. Although the event-based pattern was a big step forward compared to asynchronous delegates, more opportunities remained to streamline the development experience.