Windows Mobile SDK: Questions Please!

I started working on a FAQ to go into the Windows Mobile SDK, and I wanted to start to cover as many of those "Hmm, how do I....?" questions as possible.

Initially I thought, "I know, I'll just look in the newsgroups and see what the most common questions are", but then - whoohoo! - there are a <b>lot</b> of them, and every question - while very, very important to the person asking it - is so specific it may not actually help anyone else.

So lets limit the scope a little to start with - what questions did you have when you were starting to develop in Windows Mobile? What information could we have given you that would have made things just that little bit easier?