The developer guide gives an overview which should help with getting started. We haven’t updated it for 2.x yet because the API is not final.
In 2.x we have added a higher level API (SimpleExoPlayer) based on the old demo app’s player wrapper, which should make the library easier to use for many common use cases.
We are still tweaking the API for playlists so we don’t have full documentation yet (only javadoc). For now you’d need to read the source code of the 2.x demo app to see how it builds a playlist.