Add App.xaml in your Xamarin Forms project

In the current version of Xamarin tools, the default Xamarin Forms project templates in both Visual Studio and Xamarin Studio do not generate App.xaml along with the App class that derives from Application and provides an entry point where you can add initialization code. 

The support for App.xaml is briefly mentioned in Xamarin Forms documentation but without giving the exact steps.
These steps are:

1. Right click on the PCL project and choose to add a new file

2. In Visual Studio, choose the "Forms Xaml Page" item

    In Xamarin Studio, choose the "Forms ContentPage Xaml" item

3. Write "App" as name

You will get a App.xaml and App.xaml.cs created. You need to do some small modifications in each of these:

1. in App.xaml, replace the XAML with the following:

<Application
    xmlns="http://xamarin.com/schemas/2014/forms"
    xmlns:x="http://schemas.microsoft.com/winfx/2009/xaml"
    x:Class="MyApp.App">
    <Application.Resources>
        <ResourceDictionary>
           
        </ResourceDictionary>
    </Application.Resources>
</Application>

Note the x:Class="MyApp.App" attribute. You should replace MyApp with the name of your Xamarin Forms project.

2. in App.xaml.cs, replace the base class ContentPage with Application

public partial class App : Application
{
    public App ()
    {
        InitializeComponent ();
        MainPage = YourContentPage(); // change as required
    }
}

You might also need to delete the old App.cs, you don't need it anymore.