Heads up! This blog post hasn't been updated in over 2 years. CodePen is an ever changing place, so if this post references features, you're probably better off checking the docs. Get in touch with support if you have further questions.
Mr. Dudley Storey has been blogging a series about learning Sass and making CodePen demos for the concepts along the way. It's a great way to get acquainted with the CSS preprocessor if you haven't yet. Seven parts so far!