Instead of a frequently asked questions section, here is information about some of the (almost embarassing) problems faced.
The most frustrating problem, initially, was trying to figure out why everything was black -- and then how to actually light objects up. In these "virtual worlds" where you are modelling objects, the worlds are created from scratch. There is no light in the world until you actually put a light source in it! The light sources then shine a given direction, illuminating things in their path (according to the surface properties of the objects). Make certain that your light source is:
The most basic thing a person would want to do with modelling/rendering packages is position a sphere on a surface, give it some lighting, and see the result. A decent tutorial should describe that first.
That said, The Mops has a wonderful first tutorial.