A Coding Dojo is a meeting where a group of programmers gets together to learn, practice, and share experiences. This report describes the authors' experience of creating and running an active Coding Dojo in São Paulo, Brazil, sharing the lessons learned from the experience. The role of the Dojo in the learning process is discussed, showing how it creates an environment for fostering and sharing Agile practices such as Test-Driven Development, Refactoring and Pair Programming, among others.