I wrote my first gadget for http://www.live.com yesterday; the MSN Spaces Photo Album Browser. Screenshot below
It didn't take that long but it was a frustrating experience trying to find documentation. I resorted to a combination of combing the Microsoft Gadgets forums, reading the source code of existing gadgets and reading the sparse documentation at http://www.start.com/developer. We definitely have a lot of work to do in making this stuff more accessible to developers.
While working on it, I did get a fantastic tip for debugging Javascript from Matt. I didn't realize that I could use Visual Studio to debug any Javascript currently running in Internet Explorer in three steps. This is also explained in the IE blog post Scripting Debugging in Internet Explorer
That's it. Now you can set breakpoints and party like its 1999. Being able to debug script in this manner saved me hours of wasted time because it let me know that the object models exposed by http://www.live.com and http://www.start.com are different. Somebody definitely needs to hustle and get some documentation updated.