Installation
CiviCRM sits on top of a CMS: either Drupal, WordPress, or Joomla!.
The CiviCRM User and Administrator Book and also the wiki (see https://civicrm.org/go/books) is invaluable in getting setup.
When installing on top of Drupal, if you have the HTMLPurifier module enabled, you will run into a conflict that you can resolve by disabling the module in Drupal proper, or else modifying the bootstrap code in civicrm [1]
Also, the default theme (and most other themes?) don't work well for CiviCRM - especially the admin side. So, drush dl civi_bartik and enable it for the admin side.
After installation, there is a checklist that you should complete (e.g. http://example.org/civicrm/admin/configtask)