For the tl;dr crowd: Page order.
It might sound like a very simple thing, but if you're printing a booklet, putting your page in order can be tricky. I'm talking about booklets that use saddle-stich or staple binding, specifically, where you're printing four pages on the same sheet of paper and folding it in half. You don't want to work hard on your layouts and images, but end up with completely wrong page order for your booklet! A booklet is only as good as its page order. One might even say. (Okay, no one says that, but it's true nonetheless!)
Here's a visualisation:
Then under "Setup", choose the pages you want to print, and go to "Preview" to check the pages.
To make sure the pages are correct I normally make a teeny tiny booklet, just out of some scrap papers, write the page numbers on the mini booklet, and match that with the one on screen.
Ideally, after this, you'll press "Print", but what if you're printing it somewhere else, and your printer doesn't accept InDesign files? Fret not, you can click "Print Settings...".
Here, choose "PostScript File" for the "Printer" option, choose your paper size, printer's marks, bleed, etc under the various options, then click "Ok"
Now press "Print", your file will now be saved with a ".ps" extension. This might seem unfamiliar to you, but you can use Adobe Acrobat Pro, or even Preview in Mac computers to open it, and it will give you a PDF file of your booklet, in the booklet order, ready to print!