Energy is a lot like mana...
Except it recharges vastly faster (20 per 2 sec i believe), you only have 100 of it*, and it recharges at the same rate whether you're in combat or not.
Your special attacks cost energy like a mage's spells cost mana. You must wait^ for it to recharge to do another special attack.
*to my knowledge there are only 3 ways to increase your energy. 1- the talent "Vigor" gives you +10. 2&3- high lvl set bonuses- gladiator and T5 or 6...I forget which.
^by wait i mean keep attacking, just don't use special attacks. As a rogue, if you're ever not attacking something you're a corpse or you're stealthed.