The starting guide: https://developers.google.com/web/updates/2017/04/headless-chrome
is a great place where new users start playing with Headless Chrome. 

The guide was written when only linux support was offered though so some users are finding problems when trying on Mac/Windows. Some examples: 

-  https://crbug.com/749208 
- https://crbug.com/753439
-  https://crbug.com/740343 
-  https://crbug.com/740407 

The main problems i've found so far are: 
- Using default output for screenshot and print-to-pdf: This can give problems in Windows since it runs on the executable directory, which sometimes users have no permissions to write
- dump-dom and commands that write to stdout don't work in Windows unless --enable-logging is provided, even if this is provided the standard executable in Windows may also block stdout 
- --repl is not supported in Windows, due to the avobe issues.
- --repl can also give problems in all platforms if run through the default binary (script), see  https://crbug.com/740343