LaCrews - unlike the rest of Method, using the API is for coders. So you'll have to find your geek hat, seclude yourself in a dingy basement, and limit yourself to a diet of strictly pepperoni pizza and Coca-Cola before you are allowed to surface again.
XML - helpful. If you are a coder, then the XML required is very basic. I wouldn't go out and get "XML for dummies" for our API.
SQL - helpful, but it's very basic SQL you'll use.
HTML - that only depends on what you are making. If you are consuming the API web services in a web app, then of course HTML is useful. But if you are consuming them on a desktop app, then HTML won't come into play at all.
VBA / .NET - take your pick. You could also do Java or PHP, whatever you are most comfortable with. This is where you need to do your learning. Writing to the API and reading from the API is pretty easy, but it's the actual software environment that can be intimidating if you are not a coder.
At http://www.methodintegration.com/web/self-service-documentation.aspx we have some sample API projects that use VBA and .NET. If I was to recommend one, it would be .NET, since it is far more modern than VBA.
To guide you further:
1. Do you have a programming background? If so, what in?
2. Are you making a web app, web service, or desktop app?
3. Roughly, what are you planning on doing with it?
Paul