Probably the trickiest bit is getting the cones to the correct tightness. Just remember that the cones are being pushed outwards on the threads when you do them up and they touch the bearings......, but when the quick realease goes on ( which has a considerable clamp force) you compress the cones onto the treads, basically tightening the whole assembly a touch.
A good wheel should still rotate freely, and rotate to its balance point with the qr done up and have no play in the cones......this may feel very very very slightly loose without the qr on.
You will get the hang of it....we all do.