For starters, you need a tool that lets you construct an arbitrary HTTP request (including headers such as content-type, HTTP method, HTTP authentication and request body) and inspect the HTTP response (including status code, headers and response body). It's nice if it's scriptable tool.
Have a look at:
- Eclipse HTTP Client
- rest-client - standalone Java GUI application and plugin (See also at nodeclipse)
To auto-generate a proxy I guess you are looking for something that parses WADL, the REST answer to WSDL. Unfortunately, I do not know anything like that.