Device-Service SDK Deep-Dive Video. Some parts of this video are out of date, but the high level concepts are still applicable.
EdgeX Docs 4.3 "Writing a Device Service for EdgeX". This document should always be up to date (File an issue if not). Includes links to documents covering both the C and Go SDKS. (As of 6/2/2019 these documents point towards Delhi documentation. Should flip to Edinburgh documentation in a week or so.)
The thousand-foot view for the SDKs is the Go SDK requires you to implement an interface and then your main function is simply a call into the SDK.