Enigma message procedures
There is an excellent site that explains in detail how Enigma messages were created by the Germans in WW2:
http://users.telenet.be/d.rijmenants/en/enigmaproc.htm
The part of this that always confused me was the Kenngruppen. It contains 5 3-letter sequences for each day of the month. I had originally thought that one of these was used as the message key (initial rotor settings) for each message, but I found that these have nothing to do with the initial (or any) rotor settings. Instead, they are used to tell which day of the month a message was encrypted. After adding two random letters to one of these entries, the 5-letter group is included as plaintext as the first group in the message body. This means that each message contains a cross-reference to the detailed settings (rotor number and order, ringstellung, and plugboard settings) used to create the message, which might come in handy if the original date of the message was not known.
This site is a treasure-trove of information about Enigma, and I recommend it to anyone who is interested in knowing how Enigma works or how Enigma messages were constructed. The author of the site also has an Enigma simulator for the PC that is excellent.