Hi,
from Twitter I stumbled into this one:
http://surveying-mapping-gis.blogspot.com/2009/08/building-headless-linux-geoserver-box.html
It's nice in that is very step by step and considers the POV of a
Windows user too. Imho could make for a very useful tutorial
in the new documentation.
It just lacks something about how to setup GS as a server (mind it's the bin package) and then I think it's perfect for starters.
Dave, are you out there reading this? 
Cheers
Andrea
--
Andrea Aime
OpenGeo - http://opengeo.org
Expert service straight from the developers.