Till has recently made a post to his blog looking to help other developers avoid some of the common issues that he's seen with the Zend_Test component of the Zend Framework.
I feel like I've wasted a great deal of time last week with basics that were nowhere to be found or required debugging to no end. The following is the outcome, a rather random list of things to watch out for when you're starting on Zend_Test.
He has notes on a few different topics like debugging, environment control, crating an AllTests file, avoiding direct calls to PHP and bootstrapping correctly. A knowledge of PHPUnit and unit testing is recommended.