Here's what I did to get started with N2, the best CMS I've used to date. I've not set up one of these for a while, so I thought I'd document the process:
Not very well. I got a "No component for supporting the service N2.Web.Mvc.IControllerMapper was found" error. Google told me very little, except that someone else had the same problem and posted it on the forum. I posted too, and within half an hour, Steve Mason (who I worked with at Cubeworks, and is a contributor to N2) had replied asking for a stack trace. I provided one, and Steve provided the fix. Back on track.
I then checked /edit/install again, which prompted me to upgrade to version 2 of the database, by simply clicking a button. It then told me to add a root page, which I did. Now I'm up and running.
After copying a page or two, I kept getting a StackOverflowException thrown. Thanks to Joel and Jeff, these are harder to google for, but eventually I worked out that I needed to override TemplateUrl in the Model class (derived from AbstractPage).