Take it slow would be my advice. Start with only using it every third day. Then when you're sure your skin is tolerating that fine (give it a couple of weeks or so) then move up to using it every other day for a couple of weeks. When you can do that with no ill effects then you can start to use it every night.
If you go hog wild and slap it on every night from the beginning you run a huge risk of your skin reacting badly and getting what feel (and look) like chem burns on your face. If you go slow you may still experience some slight flaking, redness, and sensitivity initially, but it will be far more manageable.
If you're using it to control any spots then I would also highly recommend making sure any other supporting skin care (cleansers, moisturisers, sunscreen e.t.c.) are non-comedogenic. Avene products are all non comedogenic, are great quality, are easily accessible in Boots and don't break the bank price wise. Obagi and Peter Thomas Roth make effective non comedogenic and oil free sunscreens.
If you can get away with not moisturising over the top of your retinoid at night then do. However, if you're experiencing a lot of flaking or dryness then wait at least half an hour after applying it before you moisturise - you don't want to dilute the actives.
I have been using retinoids (gradually moving up in strength) for a while now. I did experience some initial side effects but it was all worth it. My skin is now the best it has ever been - even toned, smooth, with amazing reliable clarity, and just really really healthy looking like I've just returned from a spa. I'm delighted with the results and would never go back to overpriced, overpackaged, ineffective designer snake oil.
Good luck!