The Stack Exchange Data Explorer now has a help with the bare basics to get you started.
When creating a query the right side shows the tables and columns available. The functional details of the schema are described and updated here: Database schema documentation
The database is run on an instance of Microsoft Sql Server and therefor that sql dialect should be used, commonly known as T-SQL. The current version is Microsoft SQL Server 2012 (SP1).
Here is an example query to get you going and that demonstrates the features for parameters and magic links as well:
-- Score: Score on the post "a number"
-- UserId: Your User id "That is the id in url on the site"
select u.id as [User Link]
, p.id as [Post Link]
, c.id as [Comment Link]
from comments c
inner join posts p on p.id = c.postid
inner join users u on p.owneruserid = u.id
where c.userid = ##UserId##
and p.score > ##Score:int?2##
Or this example that shows a nice graph (as seen in this answer by Shog9)