I tried to set up an SDR for my journalist girlfriend, and like the rest of you hackers, reading the manual, figuring stuff out and getting something working is usually pretty easy for me -- but there is a whole lot to software-defined radio.
Start with the spectrum analyser app, it is a nice way to see what transmissions are around. This leads to "what is that".....
What were you having issues with? Usually the RTL-SDR + SDR# (sdr sharp) works without any config. Once you start to look at more expensive devices like the Lime mini things get weird though.
It was a physical device and I was setting it up to read the police scanners. I do have problems sitting too long with documentation, though, I'm sure if I more patiently worked through it I could have set it up.