Getting started with hardware
You want to build an Objects in Space controller? Great! Here's how to get started.
Configuring the game
Windows users may also want to add this option to prevent the game from scanning the hardware COM1 and COM2 ports:
Getting started with Arduino is way too big a topic to cover here. The Arduino Getting Started Guide and Arduino Tutorial index are a good jumping-off point. It's recommended, at bare minimum, to familiarise yourself with, and understand how the BlinkWithoutDelay and Debounce example sketches work, and be able to write new sketches that use these techniques. They're very important for driving basic I/O with Objects in Space.
The serial protocol
The External Protocol documentation includes a description of the serial protocol itself, as well as lists of the commands that are possible and data that can be requested from the game.
A number of projects are underway to encapsulate the serial protocol and make writing code to work with the game easier. See Arduino Libraries.