If you are in the .NET world, then definitely prefer F# to C#. However be aware that it differs in some significant ways from OCaml. E.g., it does not have a separate module language (module types, functors, first-class modules). Its design is in a different, more object-oriented direction, with support for classes and interfaces.

Basically, if you do use F#, be aware that it has its own idioms that you must learn; it's not a drop-in replacement for e.g. OCaml/Haskell/etc.