Miao Jun Huang, one of the data warehouse platform testers on the Service Manager team put together a great troubleshooting guide for the data warehouse. Ideally the DW operates smoothly as a black box and you never have to worry about it. Occasionally though, especially when you are first getting things set up, you might need to dig in there and find out what is wrong.
Check out this series of blog posts for more details.
Thanks Miao (and also to Chris Lauren for reviewing)!