Telegraf is an open source plugin-based agent that gathers data from various sources and sends it to a database, allowing users to transform data before sending it to its endpoint. Getting started with Telegraf can be challenging, but resources like InfluxDB University's free course offer guidance on common connection issues and troubleshooting tips. To resolve problems, users should check logs, try running Telegraf with specific flags, verify their API token and input connections, and review the configuration file for errors or mistakes in TOML format. With proper setup and practice, users can become proficient in using Telegraf to collect and transform data.