Authentication
oAuth Authentication
Many of the endpoints require no authentication you can fire into them straight away.
For personal account functions such as making a trade or getting player's portfolios you'll need to authenticate your requests using oAuth. If you've already built twitter apps then you should be able to get oAuth up and running with twiDAQ pretty quickly. If you don't know much about oAuth then the guys over at Twitter have written some pretty fantastic documentation to get you started over here.