I read, and then re-read, and then re-read all of the documentation before I got started, specifically what options in MegaTune (now Tuner Studio) did what. The menus sometimes are confusing, but if you read the documentation it all makes sense. There are pretty good help files for every main option window, and even some of the obscure ones. It didn't take TOO long to learn what everything does, but there are some subtle things.
Tuning fuel and spark maps are super easy, they're even color-coded.
There is an option to go through every active option in a single instance to double-check and make sure you didn't miss anything.
Having said that, this was back before the days of PNP mind you, so I had to fill out every little detail from scratch. First I got timing 180deg out, so instead of an engine I had a flame thrower (awesome, but doesn't run too well :sneaky

.
I've backfired engines and blown up weakly-made intake manifold (a cast stock one would be fine I think). I've totally messed up spark and gotten a whole exhaust manifold, turbo hot-side, and DP bright orange. Never really screwed up fuel (i.e. way too lean) that is pretty hard to do if you're even a little bit cautious.
I guess that's a long-winded way of saying "you can mess up really bad, but most engines are pretty tolerant" especially if you're just getting things fired up. Again, PNP takes 99% of the hassle out of it, and the new tuner studio will auto-tune fuel maps very well.