I transferred all my contacts and calendar from an N900 to my Lumia. There are a number of simple steps involved:

Contacts:

1) Use Nokia PC Suit or Ovi to copy all contacts from phone to your Computer (VCF format)
2) I used Windows 7, so typed Contacts into "Search Programs and files", then open the Contacts folder on your computer (I don’t know if there is a similar function for Vista, XP or any other OS)
3) In the Contacts folder, use the "Import" function (option in the window toolbar) to import all VSF contacts that you've just saved on your computer
4) Once they're all imported, use the Export function to export as a CSV file (it looks like an Excel spreadsheet)
5) In Windows Live Hotmail, use the Import Contacts function, select Import from Outlook, it gives you the option to import a CSV file from your computer - iport the CSV file you've just created
6) Synchronise your Lumia with you Windows Live account, all contacts will be transferred over. As the formats used are slightly different, some of the details may show in Hotmail on Windows Live, but not transfer to your phone unless you edit the details appropriately. From experience, it is much easier to edit contacts in Gmail, so you may want to import the CSV file to Gmail, edit the details there (mobile phone numbers don't always transfer to the Lumia unless they're showing in Hotmail/GMail as a Mobile (Cell) phone). I find it quicker to edir in GMail then import from Gmail to Windows Live Hotmail, then sync with your phone (or alternatively, just add your GMail account to your Lumia)

It is that simple…

Calendar

1) Use Nokia PC Suit or Ovi to copy all calendar entries from phone to your Computer (text format)
2) In Windows Live Hotmail, use the "Subscribe" function when you're in your Calendar, use the "Import from ICS file" function (into an existing file) - select the text file you saved from step (1) above - all calendar entries will be copied into your Windows Live Hotmail Calendar, synchronise your phone, all calendar entries will now be on your phone.

It's easy when you know how....

Andy