Ok, so you have decided to edit a video in Premiere Pro. For the sake of argument let's pretend you are using 2.0, which is rather similar to CS3.
If you are coming from AVID or Final Cut, you may be surprised to see some of the choices Adobe has made in their features, or lack of a few seemingly key features. Believe me, you can get used to anything, and once you do, it's no big deal.
Coming from Media 100 there were a few features I could not believe Premiere was lacking. But Media 100 used to cost $10,000, Premiere is a $800 program.
Ok, let's back up.
Before you even import any media, you need to get comfortable with the interface. 2.0 and CS3 have adopted the interlocking windows of all current Adobe products. If you move one window the adjacent windows move in proportion. It reminds me of one of those puzzles where you have sliding boxes which when unscrambled make a picture or a face. Hey, remember those toys with the man's face and the magnetic hair with that pen...I get easily distracted, bear with me.
If you are using two monitors, or one large screen, play around with the window positions and save your workspace. The default editing, audio, color correction workspaces which come from the factory are ok, but you may find something which works for you. I seem to save a new workspace every few weeks. On my laptop, which lets me plug in a external monitor, it has been a bit tricky. The widescreen laptop screen only goes up to a certain resolution, while my external 19 inch monitor has a higher resolution.
Once you have a workspace you like, set your preferences. Given a Windows computer's propensity for crashing, I like to set my autosave interval to 5 minutes and the number of saved projects to 50.
A final custom setup is your keyboard preferences. you can in fact learn about features of Premiere by studying the keyboard preferences menu. The Adobe manual is certainly of little help (ouch!).
The default keyboard shortcuts may make sense, for example I for mark in and O for mark out, but you should do what makes sense for your mind-finger connection. As mentioned above, I used Media 100 for 5 years, so my brain became accustomed to the non-customizable keyboard shortcuts for the most common editing commands. Thus, I setup the Premiere keyboard as closely as possible. That way I do not have to memorize very many keys, as they are second nature.
You can purchase pre-labeled keyboards, reminiscent of the old Sony 9000 edit controllers, but again, the commands are pre-set and non-changeable. Once you memorize the key commands, and in reality your fingers have a memory of their own, you don't even have to think.

I set the most used commands so that with my left thumb hovering over the space bar, my left ring and middle fingers rest over the W, E, S, D keys, with easy access to the 1,2, F1, F2, F3, F4 keys. My right hand is usually on the mouse. I have a Microsoft mouse with two assignable buttons near my thumb, which I have assigned to + and - for easy zoom in and zoom out. Oddly, the Microsfot Intellipoint plugin can make Premiere unstable, but boy are those buttons convenient. When my right hand is not on the mouse, it hovers over the arrow keys, with easy access to CTRL / which is my razor tool.

The final useful buttons are the J, K, L buttons which are play forward/shuttle, play backward/shuttle and stop. These are factory default and they somehow make sense.
In case you are wondering, here is what I have my other favorite buttons do:
1 - insert 2 - overlay F1 - mark in F2 - mark out F3 - go to in F4 go to out
W - target higher video track S - target lower video track
E - target higher audio track D - target lower audio track
CTRL D is a most used command to assign the default transition at the current edit point on the targeted track, and CRTL SHIFT D for the default audio transition.
V, N, C and M/Shift M are useful commands as an alternative to clicking the toolbar.
Don't forget to save your keyboard profile for future use.
These few setup routines can really improve your efficiency, save you unnecessary mouse usage and reduce editing time.
Now, if I could only remember the keyboard command for "windows XP, please don't crash."
Thanks for reading.
Mike Cohen