Finding endpoints
The first thing you’ll need to know when accessing the API is what endpoint you’ll need to do something. Try to stay away from endpoints on api.roblox.com or www.roblox.com - they are usually old and there are almost always better alternatives on other subdomains.
You should also keep track of the official list of deprecated web endpoints for updates on when endpoints are disabled.
Roblox has a "consolidated page" that contains most domains and endpoints that you can use to find the endpoint you need at https://api.roblox.com/docs?useConsolidatedPage=true.
You can also access the documentation for an individual domain by appending /docs to the end of it (users.roblox.com > users.roblox.com/docs) - but how will you find the subdomains?
@matthewdean has a list of Roblox subdomains available here which can be used as an alternative to the consolidated page. User:Jullian has a modified version of this list that you can access here with even more subdomains and useful information.
Some domains don’t have documentation available, like realtime.roblox.com. For these endpoints, there’s not much you can do besides looking at the source code of other wrapper libraries or spying on the requests the Roblox website makes with your browser’s developer tools.