First of all, you should make sure you already know how to patch in Puredata, or are willing to learn. Do this by downloading Miller Puckette's software from here. Then read through the HTML documentation to learn how to use it. There are also some good resources at the Puredata portal. Finally, the best resource of all is the vibrant community that you can join by signing up to the pd-list.

If you already know how to make puredata patches, there are a few considerations you need to take into account when making patches for gp2xPd:

Probably the best way to get started is to make a copy of the bigtest.gpe and bigtest.pd files. Change the bigtest.gpe file's launch command to launch the newly named Pd file. Load up bigtest.pd in Puredata or in PDa running on your PC and modify it to your taste. It's probably best to use PDa compiled on the PC as that is the closest thing to your actual live environment. Now create some wicked gp2x controlled sound machines.