If you just want to try some queries, there is a public sparql wikidata endpoint at https://query.wikidata.org . If you press on the file folder icon there are example queries, which let you get a feel for the query language.

GraphDB is the one I usually use. It has a web interface that eases the first steps. Virtuoso (especially Virtuoso 7, which is open source) is also an option. [a bit more command line based].

In case you want to have a look a the SPARQL client I maintain, Datao.net, you can go to the website and drop me a mail. [i really need to update the video there as the tool has evolved a lot since that time]

The new kid on the block is very much QLever. Still lacking some features, especially wrt. real time update that make it unsuitable for replacing the Wikidata SPARQL endpoint altogether just yet, but it's clearly getting there.

> The new kid

that kid is 7 years old already, and in my understanding currently has only one active contributor. But idea of the project is very strong.

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