Very simple task, you open window and you want some text box to have focus. And since it's common and simple task I thought it should be possible using XAML. To do this, you should use FocusManager. However, you should pay attention where you put it. I had to use it right in the Grid where I placed my TextBox. Which is logical, if you think about it. How else TextBox can be found.
Here is the xaml:
<UserControl x:Class="Actsoft.CometTracker.Layouts.AddViewView"
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
xmlns:d="http://schemas.microsoft.com/expression/blend/2008"
mc:Ignorable="d"
d:DesignHeight="40" d:DesignWidth="300"
>
<Grid
FocusManager.FocusedElement="{Binding ElementName=textBox}">
<Grid.ColumnDefinitions>
<ColumnDefinition Width="Auto"/>
<ColumnDefinition/>
</Grid.ColumnDefinitions>
<Label
Margin="4">View Name:</Label>
<TextBox Grid.Column="1" x:Name="textBox"
Margin="4" Text="{Binding Path=ViewName}"/>
</Grid>
</UserControl>