I’d refer you to this post by @Tux2, which demonstrates how to set up a new plugin with the API that’s available so far. He also links to his build server with pre-built API jars you can reference in your project the same way you would’ve with Bukkit, but you can also build your own jars from the source provided on Sponge’s API GitHub (instructions to do that are included in the GitHub readme)
From that point, you can just kinda toy around with the code to explore what’s part of the API so far. Don’t expect to be able to write any seriously functional plugins for Sponge at the moment though. Good luck!