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Using PostgreSQL (psql) - getting past the immediate authentication failure

How in the world aren't there very clear instructions for getting started with PostgreSQL after apt-get install postgresql?

UPDATE: Doing this the right way

Read the documentation that Debian (and so Ubuntu) provide, typically in /usr/share/doc/<package-name>

The documentation we need can be read with:
vi /usr/share/doc/postgresql-8.4/README.Debian.gz

2. Get a shell for the database superuser 'postgres'. If your system
has an active root user, use su:

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