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There is no tutorial for the API, nor is there likely to be one -- at least officially. There is a "Hello World" introduction.

To use the current API (version 2.1), you really only need to know/do:

1. How to make an HTTP GET request, in the language of your choice. There are also various user-supplied libraries in .net, PHP, Python, etc. to help with this.
2. How to parse the JSON results.
3. Monitor the results to make sure you haven't busted your quota or received a backoff warning.

For the next step, It's highly recommended that:

1. You get an API key.
2. You learn and use Custom Filters to streamline operation and save resources and bandwidth.
3. You know how to page through results.

Optionally, for sensitive data or write operations, you need to:

1. Know how to authenticate in the language and/or library of your choice.
2. Make an HTTP POST to write data.

Beware that you currently cannot duplicate much of the functionality of Stack Overflow, using the API. The (public) API is mostly read-only, and none of the Review or Moderation operations are supported.
Update: Many new write/post methods were added with API version 2.2.

See the API Change Log.