I recently found out that we have this really good PowerPoint covering some of the main aspects to understand and use our SDK. It was put together by Robert Blanch, the Dev Manager for SBA v.1.0 and it is really something that I would recommend to anyone that wants to get started on this.

That presentation was done for an ISV Form we had in 2005 and there are other useful presentations on this link. It might be a good idea to register to the partner program to find about events like this in the future.