Select first, then pick the tool. Click a face or a part in the viewport and the next feature you add starts already pointed at it.
A face selection also tells the tool which part you meant, so filleting the thing you just clicked no longer rounds every part in the studio.
Fillet and chamfer can round the edges you pick, not just every sharp edge on the part. Click near an edge to add it, click again to drop it.
Picked edges are stored on the part, so they survive a save and a rebuild.
Viewport lighting. Full bright is the default so faces stay readable while you model (Edit → Settings → Full bright); turn it off for a studio sun that matches a game scene.
View → Add Point Light drops a lamp you can drag, and Delete removes the selected one. Lamps are viewport-only and never export.
Double-clicking a .effigy file in the asset browser opens it in Effigy.