You'll need to create a Contact. Contacts are a kind of profile store for xDb and allows you to store data about your visitors. A contact has a built in list of facets (email, phone number, name etc) that make up the contact record, but it's also possible to create your own facets.
If you are building a form to capture data you can use the new Tracker api to identify and update facets on a contact.
Here's some code to do this:
https://github.com/ianjohngraham/CoreBlimey.Utils/blob/master/CoreBlimey.Utils/xDB%20Contact%20Creator/CreateContact.aspx.cs
There's a walk through of how the code fits together here:
https://m.youtube.com/watch?v=Jq6TpMgUGAk
(Apologies for the sound quality)
Also if you are using the WFFM module in Sitecore 8 there are some new save actions that will create contacts and store xDB data.