Have you ordered your mic already? Is it one of those USB mics? If so cancel the order and get your money back so you can buy a proper interface and microphone.
There are quite a few good brands on the market but I'll recommend the Focusrite products (because I use one with Sonar). You can get a Focusrite 2i2 for $100-150 that will have two proper XLR/Line In/Instrument (HiZ) inputs and proper ASIO drivers that work well with Sonar (or any decent DAW).
As I said there are other brands out there but that's probably gonna be the best bang for the buck. USB mics and standalone thingies like that generally have horrendous drivers that don't play well with pro audio apps like Sonar (and Sonar can be particularly finicky about such things).
USB mics can record okay for basic stuff but the thing is that's just about all they are good for (and barely). Once you start trying to do any kind of more advanced playback, editing, mixing, etc they can't handle it.
That's why you need a proper interface. It takes on the extra load required by streaming audio tasks.
So as I said... in the meantime you may be able to eke by with ASIO4ALL but if you want to do anything beying simple recording you need an interface.
Cheers.
Thanks a lot! This is all very good information!
I had no idea is was so involved, but that's cool! very excited to learn.