First off, this isn't really a guide to coding Sourcemod, but to getting ready to code.
Getting Started
If you're using git (such as github or gitlab), you'll want to install a suitable git client. GitKraken is highly recommended as it has an easy to use visual interface.
SourceTree
GitKraken
Git (Command line or ugly GUI)
Writing Code
Sourcemod can be written using any text editor, but some have special features like syntax highlighting or auto completion.
Some recommendations are:
Visual Studio Code (Available on all platforms, free, open source, has basic git tools, auto completion and syntax highlighting with third party extension)
SPEdit (free, Windows only, open source, designed for Sourcemod, auto completion and syntax highlighting)
Notepad++ (free, Windows only)
Sublime Text 3 (Cross platform, kinda free)
Sometimes you need a bit of help slapping the proper methods together. For editing code together we like to use Codeshare. HGDC members please be careful not to share links containing private code. For sharing code over a longer term a Secret Github Gist could be used.
To compile
Download Sourcemod, extract it, and open the folders addons > sourcemod > scripting. In there will be a compiler for your operating system.
Drag and drop your .sp plugin on the compiler (spcomp[.exe]) and if no errors occur a .smx compiler plugin will be created.
If no .smx is created it means there is an error and to compile you should open a command terminal into the folder you are developing in and enter "<compiler file name> <plugin file name>".
Any warnings or errors encountered during compilation will be printed into the terminal.
If your plugin doesn't depend on any Extensions (You'd probably know if it did) or depend on any other plugins you may compile online.
Most text editors can be configured to have a key combination automatically compile the plugin(s). You should research your specific text editor to see if this is available.
Troubleshooting
Can't figure out how a method works? If it is from Sourcemod you can search for it in the Sourcemod API which will detail what it returns, what arguments it takes, possible errors, etc.
If you are having a compile error or just don't know how to accomplish something Google it. Results from https://wiki.alliedmods.net or https://forums.alliedmods.net will likely help you as they are dedicated to Sourcemod.
If you are still having trouble and are not using private HG code you could request help on the AlliedModders Forums or ask other HGDC members for help. Please don't skip the 1st 2 resources as many times they will be able to answer your questions.
Useful links
Sourcemod API - Contains prewritten methods you can use in any Sourcemod plugin
Introduction to SourcePawn (Language Sourcemod plugins are written in)
Introduction to making SourceMod Plugins
AlliedModders SourceMod Scripting Wiki
AlliedModders SourcePawn Forums