When LaTeX processes a LaTeX source file (a text file saved with the extension .tex), a rather primitive interactive command window pops up and reels off information about how LaTeX is doing with understanding your source code. In the best of times, the text flies by and the window closes, with LaTeX producing a .dvi or .pdf file that looks great. If you ever want to see the information, look in the log file, the file with the .log extension.
Fairly often, though, LaTeX finds something problematic with your source code. It gives you some information about where the error occurred (which line of the source file) and what type of error it was. Once you understand the error and have an opportunity to correct it, press enter to go to the next error. Sometimes the current error causes nearby text to be hard to understand, so there will be a whole sequence of errors to return through before a brand new error.
If/when you get tired of reading all the errors, press q or quit to enter "batchmode" in which LaTeX simply does its best with the source code but doesn't tell you about each and every error.
Many times, exactly what the error was is easier to find by looking at the resulting .dvi file. (When typing source code, it is more convenient to produce .dvi output, since the .dvi previewer typically does not object to LaTeX writing a new version of the .dvi file while the previewer has the same file open. So you don't need to close the previewer, you just run LaTeX again and then switch to the .dvi previewer window to see the updated version. Acrobat Reader, on the other hand, prevents LaTeX from writing a .pdf file while the same .pdf file is open in Reader, which forces you to close the file, run LaTeX, re-open the file, etc.)
The most common problems for new LaTeX users are
Look for these problems first!
Sometimes LaTeX will get so confused that it doesn't even know that your document has ended. Then you type \end in the command window.