When you first install Blender, DO THIS!
Menu: File > User Preferences… > System
When you look at objects in edit mode, they’ll look something like this:
Blender makes it very easy to get a face back-to-front.
Or to have two faces overlapping.
Or … any number of other topology bugs. At best, these kill performance in any game that uses them. At worst, they cause nightmares for your programmers and level architects when Weird Stuff Keeps Happening. They can even cause crashes (e.g. a surface that has strange holes, or inside-out faces … and then gets processed by collision detection).
This lighting setup tells you at a glance if your normals are correct. Which in turn tells you if you have pieces out of place, or if you have an angle between faces that’s smaller/bigger than you expected (quite common to spot a pair of faces that have a sharper angle than expected/intended).
Bonus: 3D printing
If you’re 3d printing, the mistakes that slow down or crash a Game engine … will cause 100% failure of prints (Wasted time, wasted plastic – and in some cases I’ve seen: damaged printers!).
So, yeah. Getting this wrong can cost thousands of dollars. Don’t do it; replace Blender’s defaults with something sane that works :).
Blender UX for the lose
This should be the default. But then … Blender’s team seems philosophically opposed to doing anything the easy way :).