I'm just starting to use a Feather as well, Morgan. For me, the learning curve is definitely steeper than learning how to use a DE.
My routine when using a Feather is to do a first pass on the easy areas (side of face, neck), then go back with a DE to complete the shave. For now, I still have no idea how to use a Feather to shave my upper lip or chin with any degree of success, so I rely on the DE to really get those areas Baby Butt Smooth (BBS).
At least you ordered a Merkur. I think that should make your transition into traditional wet shaving a lot easier.
[URL="http://badgerandblade.com/vb/showthread.php?t=9701"]Manuel's Hall of Fame Entry[/URL]