Without question, finishing can be intimidating. It's possible to quickly ruin a project you've got many hours invested in.
When I first started spraying lacquer through my HVLP turbine system the finish was always pebbly. It wasn't orange peeled, like it would be if it were incompatible with the substrate. It just wasn't leveling out.
I called the company that makes the lacquer, and called the company that makes the sprayer, and couldn't get any answers. I was ready to spray the first guitar I had built, and really wanted this problem resolved.
I finally stumbled across a tip (thanks Bob Flexner) indicating that the warm air produced by a turbine can cause lacquer to dry too fast, thereby not levelling correctly. Solution? Thin the lacquer about 10%. I tried this, and the results were perfect.
How about you? Have you experienced finishing problems? If so, how did you fix them?