I found the basics to be somewhat overwhelming at first, so I found a competent local tech to set everything up. I made sure to buy my cartridge from him, and now we're drinking buddies.
Now that I can comfortably and happily play records, I'm more interested in the tweaky aspects of vinyl. When I tried (and failed) to set the thing up myself, it was mistracking, distorting, damaging my vinyl, and removing any enthusiasm I had for the medium.
What you need is proper tracking force, overhang, anti-skate, alignment, and leveling. The expense of the tools to accomplish that can be prohibitive, so if you know anyone over 50, or have a good shop nearby, I highly recommend having it done right the first time 'round.