I started with BASIC, from the orange manual, moved onto Z80 assembly, and also made submissions to the magazines - in my case POKEs for infinite lives/energy/time, for games.
I didn't really write any new software, but I did hack a lot of games. That was almost more fun than playing them.
But you're not wrong about information being hard to acquire. I had a couple of books from the local library about assembly programming, but they were very basic (pun intended!)
I'm trying to collect more of the older books anew, but it's hard to find them and get hold of them these days.
So if there's anybody reading who has any books on Z80/Sinclair coding, or documentation please feel free to get in touch. (PDFs are nice, but physical books are best.)