The examples presented in this chapter should have given you enough information to get started writing simple arcade and point-and-click-based games.
The remainder of this programming guide goes into quite technical detail regarding some of pyglet's features. While getting started, it's recommended that you skim the beginning of each chapter but not attempt to read through the entire guide from start to finish.
To write 3D applications or achieve optimal performance in your 2D applications you'll need to work with OpenGL directly. The canonical references for OpenGL are The OpenGL Programming Guide and The OpenGL Shading Language.
There are numerous examples of pyglet applications in the examples/ directory of the documentation and source distributions. Keep checking http://www.pyglet.org/ for more examples and tutorials as they are written.