Guide your users to the task you want them to complete
Allow the users to learn by doing and making mistakes (and get beyond the 'are you sure' pop-up
Let them know 'what is next' and how easy and rewarding that next step is going to be
Existing challenges - some things are just 'hard' making a fifty step wizard might increase drop out rate.
Existing challenges - Contextual help is only appreciated when it is indeed contextual.
Existing challenges - Many things can only be understood by doing, no help text, no graphical explanation will ever take away the need of actually experience. But visual feedback can be used to keep the user motivated