Please note the date of this posting (Aug 21, 2013), what you are seeing here should be fixed rather soon and is probably not an issue by the time you're read this. I ran into this last week and wanted to blog it in case others hit the same hurdles.
First Issue: When you create a new application via the PhoneGap CLI, the default ID includes the word "hello-word". If you then try to build for Windows Phone you will get:
C:\Users\labuser\Desktop\pg3test\test2\platforms\wp8\App.xaml(1,1,1,1): error : x:Class="com.phonegap.hello-world.App" is not valid. 'com.phonegap.hello-world.App' is not a valid fully qualified class name.
This has already been reported (and fixed), but if you run into this, just add the --id attribute: phonegap create pathtoapp --id "com.camden.helloworld"
Second Issue: If you run your app on the Windows Phone and notice that the deviceready event doesn't fire (the default PG app uses a pretty animation to let you know when this occurs), then the issue is that the index.html is loading phonegap.js. Change the script src to cordova.js and all will be well.