The first thing I did was assemble the Arduino UNO starter kit and plug it in. Dead simple from the instructions and the software was easy to download and install on the mac from ardx.org. Went through most of the experiments from the guide and managed to get almost all of them implemented on the same breadboard and operating simultaneously (Blink8 -- I'll not the names of sketches I wrote or adapted in parentheses).
I followed that up with some soldering to assemble the motor shield, data logging shield, and screw terminal shield according to instructions. So far so good. Things I learned along the way:
Be very careful with component placement! Soldering one of those tiny capacitors into the wrong location makes it really hard to remove without tearing it apart, and really hard to get the leads of the bigger capacitor into the holes that are now full of solder. Really hard, but not impossible. It will be easier with some desoldering gear.
Clearances and connections are critical! Adafruit is correctly focussed on the electronics and I got a little caught out on mechanical clearances. When mounted on the starter kit Arduino UNO, the screw terminal board's bottom contacts come almost all the way down to the breadboard. Any components plugged into the power or ground line closest to the UNO will short to the screw terminal pins. Also, the USB socket and power connector on the UNO interfere with the screw terminal shield, preventing it from seating fully and producing glitchy connections on some of the pins. Easily fixed by Dremelling a cutout for the USB, flattening the reset PB pins, and taking some of the plastic off the power connector.
Line headers up straight! The instructions are clear about using the Arduino headers as an alignment holder when soldering the pin headers on a shield. The same approach lets you use another shield to line up the socket headers when soldering them to the screw terminal shield.
A magnifier and good light are essential for middle aged eyes! Already mentioned by Adafruit, but maybe not in big enough, bold enough letters ;-)