How to use jquery with WP?

I am new to WP. Actually, I am comfortable creating HTML & CSS sites, but am trying to make the transition to WP. My only issue is that when using HTML & CSS, jquery is fairly straight forward to implement, but with WP it seems that there are rules where to implement it, seems complicated, and everyone seems to have different ways of including it.

1) Is it that difficult?
2) Are there any basic “rules of thumb” to follow?

It seems to be the only thing holding me back. If I knew how, I would probably be hooked on WP! Appreciate any input.