The fact that there are so many different releases in a short period of time.
Good - things that are frustrating get fixed quickly. for instance mouse scroll wheel, right click - fixed in Silverlight 4.
Bad - if you're new you have no clue if a documented 'hack' is still necessary or not. I'm starting fresh with Silverlight 4 and finding a tonne of tutorials and help - but never quite knowing if they're up to date or still the best way to do it.