If you want to connect to the NeuroSky ThinkGear API -- what they call the ThinkGear Socket Protocol -- this code shows you how to do it, at least in Scala. It consists of a few pieces of code I pulled from this GitHub repo. I wrote this code to help debug a problem I was seeing with the data.
The RawReader class does all the work. It opens a socket on the right port, then sends the necessary JSON to that socket to get things started. After that I just read the raw data that the API writes to the socket.