Align the bottom of your first object to a grid line. This tends to make the connection points on the object's lifeline fall on grid boundaries.
For the most part, leave off Activation blocks; they just make it harder to make the message call arrows go straight. I'll only add them occasionally to call attention to a particular method call/message.
Turn off Snap To "connection points" - (Tools->Snap and Glue -> General tab) I thought this would make for straighter message arrows but found it easier to get straighter message arrows with it unchecked.
Anything on a diagram that appears Bold and Red when unselected indicates that something's wrong. Usually it just means a shape isn't connected to a connection point.
Both the top and bottom of an Activation Bar have to connect to Connection Points on a Lifeline. If the Activation Bar is red then they're not both connected to Connection Points.
SHIFT+MouseWheel pans horizontally.
CTRL+drag on page edges resizes the page.