Broadly speaking there are three components to theorycrafting.
1) In-game mechanic testing. This doesn't require any special coding skills, just a knowledge of game mechanics and an ability to construct experiments.
2) Model building and validation. Given our knowledge of mechanics we would like to construct models that can help provide information about the game. This tends to be the most coding and math intensive part of theorycrafting although it is important not to overestimate the math complexity of many mechanics.
3) Design space Exploration. This involves using the models to find better, and hopefully optimal, gear, talent, and rotation choices for a spec. This typically requires experience and game knowledge to suggest potentially fruitful directions to explore.
The most important resource to start theorycrafting, no matter what part you want to contribute to, is experienced theorycrafters in your class/spec community. They can help direct you to potentially interesting open problems in the community, ideas they may explored and found fruitless, and generally knowledge that isn't well documented. Obviously you don't have to listen to the experienced theorycrafters in your community but it will probably help.
Some useful resources for each of the three components:
1) Theck wrote a series of posts on WoW experimental design that is required reading if you want to do mechanic testing.
http://www.sacredduty.net/tag/tc101/
Warcraft Logs is often important for data collection and analysis. I don't know of any very good guides to it but if you want to do mechanic testing you should familiarize yourself with WCL and its very powerful feature set.
https://www.warcraftlogs.com/
2) For those interesting in model building the most useful resources are existing models. Below are a number of good spreadsheet examples to look at. Note that spreadsheets aren't the only form of model but they tend to be the most readable in my experience.
Binkenstein's LavaCalcs (7.0):
https://docs.google.com/spreadsheets/d/1hSpFEjvcjbZ184PCOqCFN7CyfzX0a7ZWQxiGGB1I-FMRotund's Windwalker Spreadsheet (6.1):
https://docs.google.com/spreadsheets/d/1ISW2o_al1tjwdovymFC75KUm_pVryc6bVjrhk_9_sLEHamlet's HealerCalcs (6.1/6.2 PTR):
http://iam.yellingontheinternet.com/healercalcs/I'd planned to link Aldriana's combat and assassination spreadsheets from 3.3 since those are what I learned from but the links appear to be dead.
Also shameless plug, I wrote up a short example of simple theorycrafting model in this blog post:
http://ravenholdt.net/index.php/blog/21-roguechat/106-theorycrafting-and-simple-math
3) Since a large amount of design exploration today is done in SimulationCraft the obvious first place to look is the SimC documentation:
https://github.com/simulationcraft/simc/wiki/StartersGuideAs part of the series of posts linked above Theck also wrote a very good introduction to SimC:
http://www.sacredduty.net/2014/07/21/tc101-testing-simulationcraft/View more