For a Wah, you simply need an appropriately designed bandpass filter with sweepable frequency center. This requires re-calculating the filter coefficients in real time as you modulate the expression pedal.
As for guitar audio DSP, the Teensy series of Arduino compatible boards are prefect for learning guitar effects as all the hardword of moving realtime audio around is handled by the Teensy Audio Library.
https://www.pjrc.com/store/https://www.pjrc.com/teensy/td_libs_Audio.htmlIn order to properly feed analog audio in and out of a digital processor you need a CODEC or at least a decent ADC/DAC that is 16-bit cable. You are usually best off going with a CODEC as it is designed for audio purposes. If you want to be able to use your effect with different pickup types (passive vs active), other guitar pedals in front of or after it (pedals run off 9V) you will need a fair bit of complicated electronics to have a high impedance preamp, the necessary gain (or attentuation) to match the ADC/CODEC input levels and generally protect the circuits from those 9V pedals.
I actually make a hobby board available on Tindie (the Teensy Guitar Audio Pro) for people that don't want to deal with SMD parts and PCB manufacturing themselves, at least not to start, and focus on learning to develop effects first. The schematic is freely available in the documentation in case you want to attempt building your own. Be warned, getting something that basically works isn't too tough, getting something to work well (low noise, proper supply filtering to prevent digital inteference) is far more difficult.
https://www.tindie.com/products/blackaddr/arduino-teensy-guitar-audio-shield/