It comes with a 6 page manual, which is amazing. From the first attempt, I simply ignored the hints, such as "Tap here", and wondered about the nice looking icons. Tapping the icons, you are able to set the date and time and hear additional information, because the pen comes with speakers.
I'm already curious about the related Java SDK—it should come out in June/July. The installation of the desktop was easy and fast as well—however it seems to be developed with .NET, which would explain the exclusive Windows availability:
It is really interesting how user interfaces have been evolving recently: iPhone, Livescribe and Nike+. Cool fresh new ideas!