FGSL is a Fortran library that cannot be run like a standalone application; instead, it is a collection of compiled code that users must link with their own routines to create programs. New users often struggle with initial setup, particularly with instructions that involve environment variables like FC (Fortran compiler command) and FCFLAGS (additional flags), which may not be clearly defined in the documentation. Users have reported difficulty finding necessary files and modifications required for compilation, especially on Windows systems, where instructions may be tailored for Unix-based environments. For those seeking simpler alternatives, there are suggestions to explore other scientific libraries that may be more user-friendly. It is also advised that beginners focus on specific routines from FGSL rather than attempting to build the entire library until they gain more experience with Fortran.