I installed mine a couple weeks ago. I knew nothing. Things I've learned:
1) DO NOT force something. If it's not coming off keep looking for a clip or a screw or a plastic thingamabob. Forcing = breaking things.
2) Obviously buy the wiring harnesses to match your car to your deck because playing with all the extra wires in an effort to save $15 is just not worth it unless you want to do it just for your own fun.
3) Get the correct speaker adapters for your car. I didn't bother and I saved around $10, but you probably should; they take the standard Nissan (or whatever) wires and run them into your new speakers.
4) Don't force anything.
5) If you want to have a good setup get a car alarm. It WILL be stolen otherwise; also get a detachable CD player face (obviously). I don't have an alarm but the cd player face is detachable. I only have about $130 in speakers (no sub or amp) so I feel it's worth saving on a high-end alarm system, but I'm prepared in case they are lifted. Get low-end stuff or get an alarm with your high end.
I don't really know anything else. I'm a total newbie, but I made a couple mistakes so you can maybe learn from them. It's kind of cool knowing you did it (even if mrs. skoorb did have to help - if I don't mention it someone else will).