It is not recommended to access table storage directly from Windows Phone, because we have to embed our storage account credential in the phone application. An advanced user may be able to figure out the key, and thus get complete control over our storage
account. It is recommended to host a service in Windows Azure, and then invoke the service from our phone. Inside the service, we can access table storage as usual, please refer to
http://msdn.microsoft.com/en-us/wazplatformtrainingcourse_exploringwindowsazurestoragevs2010_topic2 for a sample.