What do i need to buy in order to record my Acoustic guitar directly into Sonar

You need some sort of audio interface.
 
Assuming your acoustic doesn't have onboard electronics i.e. a piezo pickup you'll also need at least one microphone. 
 
There's a whole range of both, both in price and quality. Of course quality tends to be reflected in the price so it really boils down to your budget what you buy.
 
Those two are the basics though.

Alright, I'll take a shot at it.
 
So, you own SONAR? Do you also own an audio interface? This can be anything from a built-in sound card to a separate box hooked up via firewire, USB, or such. Most folk who use a DAW also use an audio interface because it's basically the "engine" inside the race car. It allows more inputs and outputs, WAY better performance than what a computer's built-in sound can do.
 
When you say acoustic guitar, I'm going to assume that it does not have it's own pickups or an internal bridge mic installed. So we're just talking guitar. So, the simple answer is you'll need a microphone. A mic has to get plugged into something (that's where the audio interface comes in). Now how this happens depends on the mic, the interface, and the computer. I myself have a mic plugged into my Roland OctaCapture via an XLR cable, and the Roland unit connects to the computer via USB. 
 
So, lets start with your hardware setup. What kind of computer is it, what other gear do you have?

Welcome to the forum and the wonderful world of recording. Get yourself an audio interface that fits your budget and input / output requirements and you'll be off to a good start. You'll need a way to listen to your recordings so you will also need a pair of headphones and/or monitors. Cake TV has some useful videos to get you started.
 
Rocky 

danbottomburp

FastBikerBoy
You need some sort of audio interface.
 
Assuming your acoustic doesn't have onboard electronics i.e. a piezo pickup you'll also need at least one microphone. 
 
There's a whole range of both, both in price and quality. Of course quality tends to be reflected in the price so it really boils down to your budget what you buy.
 
Those two are the basics though.

Its a semi acoustic . So yes it does have onboard electrics .
 

In that case you could use those, with a lead of course, but you still need an audio interface to plug that into. That is just a basic set up though. 
 
I'm guessing you are relatively new to recording so I am advising on that basis, there's no point spending a fortune until you're sure that you want to persue it further. There'll be plenty of chances to spend a fortune, trust me.