THere is not a FAQ yet, but there are lots of threads in this forum on how to get started. Let me know some specifics, and I might be able to point you in the right direction.
You know one of the points I feel should be high on the FAQ list is the simple observation (that may not be obvious at first) that there are three distinctly separate ways to use XU.
The script is independant of the macros, which are independant of the triggers.
You can get plenty of use out of XU just by playing with the VCR like recording ability of the macros. But if you want to get more involved the scripting allows you to do pretty much anything. And then of course the triggers too offer a way to extend the functionality of XU.
But don't feel you have to use it all. Find a balance that works for you, it's entirely possible you'll never need to use the script or triggers.