Chapter 3 guides readers through the steps of the When-to-Worry-and-How-to-Avoid-the-Misuse-of-Bayesian-Statistics checklist (the WAMBS checklist) in order to provide background for other chapters in this book. This chapter supplements the original WAMBS checklist with prior and posterior predictive model checking. We also compare the performance of two popular Bayesian R packages, RStan and rjags. We show why using the Hamiltonian Monte Carlo procedure, available in RStan, is more efficient in small sample sizes. All data and the annotated R code to reproduce the results are available on the Open Science Framework.