Noob Question : What game engine is better to begin to program in C# for Desktop?

SlimDX isn't really being actively developed anymore, and the mantle for it has pretty much completely been taken up by SharpDX. As for the others...

SharpDX is a low-level wrapper around DirectX, so I wouldn't recommend it unless you're really interested in starting completely from scratch*. However, SharpDX does provide a "toolkit" of sorts, and between that, XNA, and Monogame, they're all almost exactly the same thing in terms of abstraction level. I can't really recommend XNA since it's old and the other two libraries pretty much totally supplant it nowadays. Between Monogame and SharpDX Toolkit, you can't go wrong with either. If you wanted cross-platform support, I'm pretty sure you need Monogame. Otherwise, SharpDX Toolkit is fine.

Keep in mind all of these are relatively low-level (though not as low-level as vanilla SharpDX or SlimDX), and not really "engines" so much as "Frameworks". You'll still be implementing most of the nasty guts yourself.

As far as rendering Ultima-Online-quality stuff, any of these should be able to easily handle it, but again the tool is only going to give you like 1% of the work.

Unity uses C# and is more of an engine. It's more 3D focused but you can do 2D with it also. I think that's probably what you are looking for.

I'm using SlimDX and direct3d 11,i have't any problem with this and coding with SlimDX is very very simple ,also SlimDX classes and methods is very similar to DirectX so u can use the source codes of Directx SDK samples or other C++ directx resources to write your own code.

Unity uses C# and is more of an engine. It's more 3D focused but you can do 2D with it also. I think that's probably what you are looking for.

FYI Unity just released version 4.3 with a dedicated 2D pipeline!

Unity

Unity is a great program to use for programming in c#, is a game engine that is used in the industry, and can use great graphics. All of the documentation for Unity is online, so you can always look up things that might be tripping you up. I've used Unity for many a project and have enjoyed it's feel.

Side note/helpful hint: If you've never programmed a game before, just remember that there might be slight differences in how code should be used, and that like any coding project, its trial and error. Have fun though, your first coding experience with a game is always fun and exciting.