Even though I spend most of my time on configuring the AX application there are times where I have to put my developer hat on to workout what might be going on or trying to design a new solution. This is one of the nice things about AX is that you can investigate the code so if you suspect a bug of perhaps trying to work out a data issue being able to debug the application is helpful.
This is a link to the main help topic on Debugging in Microsoft Dynamics AX 2012.
Working with the debuger
Debugging different types of AX components
There also some good blogs posts and recordings from conferences that you might find useful if you are learning this. Some of the links are to Partnersource/CustomerSource so you will need to login to view those.