I'm sure the first thing many Ps users (like myself) are going to try and do is import a PSD into Xd. But it seems you can't do this. This isn't a "how do I do this?" since I'm guessing I can figure it out, but more of a suggestion that when a user tries to import a PSD to redirect them to the process for importing graphics (whatever that may be), rather than throwing an ugly and unfriendly error. That would make for a slightly better User Experience
Yep, definitely upvote on the link that Preran sent you. In the interim, you can check this link out for tips for bringing your assets over.