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.
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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