If you are wondering what oData is this article is a good introduction
if you want to know how to connect to the CRM Odata service then this value easily at hand, you just need to know where to find it
Settings–> Customizations –> Developer Resources
When you click on here you will then get to see your discovery service, organisation service and oData Service.
The oData service should look something like this
Now you have the oData url you are at the beginning of your quest. The first thing you should do is download the oData query tool created by MVP Rhett Clinton
This article explains some of the filters you can add to oData queries
This technet article is fantastic and has a lot of explanation and examples
another blog post, if you are still hungry for more information
The great thing about oData is you can test the query in the internet browser, although when I did it in IE it didn’t show the full result but when I ran it in Chrome, after logging in it returned the XML data returned in the query.