What gives you trouble when learning SQL Server?

I've written a few posts about some of the bigger topics in learning SQL Server.  Now I'd like to hear from you - is there a particular area that you have trouble learning, due to poor documentation, unclear understanding of what the particular technology does, etc.?  Please leave a comment letting me know what area(s) you would like clarification about, and I will work with some of the smart folks here to give a different perspective on it.