How to approach errors

Since TeX is a macroprocessor, its error messages are often difficult to understand; this is a (seemingly invariant) property of macroprocessors. Knuth makes light of the problem in the TeXbook, suggesting that you acquire the sleuthing skills of a latter-day Sherlock Holmes; while this approach has a certain romantic charm to it, it's not good for the 'production' user of (La)TeX. This answer (derived, in part, from an article by Sebastian Rahtz in TUGboat 16(4)) offers some general guidance in dealing with TeX error reports, and other answers in this section deal with common (but perplexing) errors that you may encounter. There's a long list of "hints" in Sebastian's article, including the following:

The best advice to those faced with TeX errors is not to panic: most of the common errors are plain to the eye when you go back to the source line that TeX tells you of. If that approach doesn't work, the remaining answers in this section deal with some of the odder error messages you may encounter. You should not ordinarily need to appeal to the wider public for assistance, but if you do, be sure to report full backtraces (see errorcontextlines above) and so on.
trace.sty
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This question on the Web: http://www.tex.ac.uk/cgi-bin/texfaq2html?label=erroradvice