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
http://msdn.microsoft.com/en-us/library/aa569668.aspx
Debugging different types of AX components
http://msdn.microsoft.com/en-us/library/gg860898.aspx
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.
http://blogs.msdn.com/b/axsupport/archive/2012/06/04/debugging-services-in-ax-2012.aspx
http://community.dynamics.com/ax/b/axdaily/archive/2011/05/13/debugging-managed-code-in-ax-2012.aspx
Cheers
Lachlan