I want to connect to WFS using either python or C#, it would be great if anyone can tell me how to connect and extract features from the service. I'm very new to this. Any help on this is most welcome.
Most WFS implementations support a standard interface - you GetCapabilities, and then do the query you need (usually with KVP, unless you are using a SOAP toolkit). Its pretty much per the standard.
If you need an example, perhaps the QGIS implementation (in C++, but translation to C# or python should be achievable) might be informative: https://github.com/qgis/Quantum-GIS/tree/master/src/providers/wfs