WOW! I just looked up a Traeger Pellet grill on GOOGLE...
What a NICE UNIT!
a tad pricey, but if you are a diehard smoker, this is the unit to get!
It's the WEBER of SMOKERS!
have fun with it!

I, personally, like to use green applewood for my smoking... esp. for a smoked turkey...
I also like to make jerkey out of a cheap, on sale, london broil...
brine with salt, red wine and terriaki for a few days beforehand!
Brining is key to a good smoked meat!

Not sure what thermostat your unit came with (I read yours comes with a 225F thermostat) but I did find an aftermarket thermostat that you can get that is for 180F...
MUCH better, and it will save you a lot of pellets, and refilling the liquid so often (as it's below the boiling point of H2O... 212F)...
The rule is ALWAYS (as seaside said)... LOW and SLOW!

BTW... you can't smoke cheese, of any kind at 225F... it just melts into a useless blob!

Here's the link for the 180F aftermarket thermostat:
http://www.pelletgrilloutlet.com/temperature-controllers?b=1