Incorrect thread pitches when single-pointing threads
The first 'gotcha' that I ran into was an issue with cutting threads. If I single-pointed a thread it would be 'almost' the correct pitch, but not quite. 16TPI threads would come out as 16.9TPI, 32TPI would come out as 33.5TPI, etc.
It turns out that when cutting imperial threads the gear that's attaching to the leadscrew has to mesh with the INNER intermediate gear (127 teeth), instead of the outer one. The distinction is not illustrated clearly on the threading charts and mentioned nowhere in the manual.
To make the leadscrew gear mesh with the inner intermediate gear you take off the leadscrew gear off it's shaft and remove the spacer from behind it. Then replace the gear and put the spacer on the outside before tightening down the nut.
On my lathe the shaft was covered in grease and so I couldn't see that there was a spacer there! It just looked like a shaft!
If you're cutting metric threads then the reverse is true and the leadscrew gear must mesh with the outer intermediate gear.