I just started a few days ago, as well. Believe it or not, all you need is available from the "Support" link on the home page. But it takes some time to learn to read this stuff.
First of all, there is a link "Sublime Text 2 Documentation Index" which leads here: http://www.sublimetext.com/docs/2/
From there, you will want to follow the "API Reference" link.
In the beginning, the docs will appear impenetrable, but after a while you will learn how to read them.
But before you can walk, you have to learn how to crawl.
So as an introductory page, the "sublimetext.info" link is very useful. It leads here: http://sublimetext.info/docs/en/
In the navbar on the left, under "Extensibility and Automation", there is a link "Plugins".
And that page contains a tutorial that explains how to develop a plugin.
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