Xamarin.Forms takes a lot of design guidance from the XAML-based frameworks that came before it, particularly WPF. However, in other ways it deviates significantly which can be a sticky point for people attempting to migrate over. This document attempts to identify some of those issues and provide guidance where possible to bridge WPF knowledge to Xamarin.Forms.
The application lifecycle between WPF and Xamarin.Forms is similar. Both start in external (platform) code and launch the UI through a method call. The difference is that Xamarin.Forms always starts in a platform-specific assembly which then initializes and creates the UI for the app.
WPF
Main method > App > MainWindow