One thing I could not figure out how to do is to move pieces around when setting up a position. If you want to make a minor change to a position, you have to start over. It would be nice to be able to drag my pieces to where I want them. If anyone has figured out how to do this, please let me know.
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I wanted to get a chess analysis engine and figured I would first see what the free ones offered. First thing I learned was that the chess engines do not come with a user interface (UI). The easiest I found so far is using Arena 3.5 (http://www.playwitharena.com/?Download) for the UI and Houdini (http://www.cruxis.com/download/Houdini_15a.zip) as the chess engine.
Getting this set up was trivial. You unzip Houdini somewhere. Arena installs simply like any other program. When you start Arena, just to go Engines -> Install New Engine and in the dialog that comes up, select the appropriate Houdini executable (x32 or x64).
However, here are a few things I wish I knew initally.
Hopefully this is helpfu.