Note: This is mostly a compilation of questions and answers derived from the jME forums. I take no credit for these answers, just for grouping them into one location. Further, this is the first draft and I will be adding more to it as I think of it or come across it on the forums.
I recommend you read this FAQ before posting for help, because these are very common problems and fixes:
Installation:
Q: I downloaded the jME jar files (not from CVS) and I get errors when compling/running with the last version of LWJGL. What do I do?
A: First of all, version 0.7 of jME (download version) seems to have some problems with certain versions of LWJGL. I would recommend going ahead and downloading the latest version of jME from the CVS and compiling it yourself. Not only will this help you understand how to compile source code using ANT, it will ensure you have the latest code including bug fixes.
IMPORTANT: v0.8 (the current version) works with LWJGL .94
Crashes/Critical Errors:
Q: When I try to run my jME program, it quits after a few seconds of use. What do I do to resolve this problem?
A: I would recommending updating your video and audio drivers.
Q: I am getting an error saying java.lang.UnsatisfiedLinkError: no lwjgl in java.library.path. How do I fix this?
A: The LWJGL.dll must be in your system path. So, you either need to move this file to your current system path, or add the JVM parameter -Djava.library.path={relative path to lib directory}
Newbie FAQ:
Q: I want to learn how to program 3D games in Java, but I don’t know any Java yet. Can I start doing this with jME?
A: jME is rather hard (read: nearly impossible) to learn without knowing at least most of the Java fundamentals. I recommend finding a good book, such as Thinking in Java (available free online).
Q: Alright, I am all set up installing jME and it compiles and runs perfectly. Where do I go to start learning?
A: There is an excellent starter guide available at http://www.mojomonkeycoding.com/beginner/Starter.pdf
Q: When I use JmeBinaryReader textures don’t show up on my model. What is wrong?
A: The .jme format now supports multitexturing so it has a change in it’s format. Make sure to reconvert your model with JmeBinaryWriter to support this new feature.[/b]
Thanks for putting this together. 
FYI, the downloaded version of jME is now .8 (as of Jan 3rd) and works with the latest lwjgl (.94)
