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To get MobArena up and running on your server, you'll first have to download it and stick it in your server's plugins-folder. If you're not quite sure how, here's a quick how-to: Installing MobArena
When the plugin has been loaded up, you'll have to build an arena if you haven't already. Then it's time to set it up. Follow the instructions on the Arena Setup page, which has all the information you'll need to get your arena up and running in no time at all. After setup, you're ready to play! Check out the Using MobArena page for a brief description of the usage commands.
The default arena setup is only meant as a starting point, so you may want to configure the waves, the rewards, the classes, or perhaps some of the arena-specific settings. The various pages on this wiki will help you configure MobArena to your liking. Here are a couple of links to get you started:
Also make sure to have a look at the Item Syntax page, if you're planning to change the classes or the rewards. MobArena uses its own semi-compact item syntax in the config-file, so you'll need to get familiar with it to get things like enchantments and sub-types to work.
Always make sure to check the pages on the wiki when you're in doubt - 99% of the information you'll ever need is right here. Check out the list of wiki pages to see if maybe you'd be able to find your answer there. You can also check the BukkitDev project page and the MobArena-thread on the Bukkit Forums.
Suggestions, bugs, etc.
If you think you have found a bug, or if you have a suggestion for the plugin, you can create a ticket on the BukkitDev project page. Make sure to be as descriptive as possible, because the more information you can provide, the easier it is to do something about your bug report or feature request.
If you'd rather have a little chat about the plugin, you can visit the IRC channel (#mobarena @ EsperNet) - please note that IRC is idle chat, which means people will appear to be in the channel, but they might not be at their computers when you join. Hop on, ask your question, and then hang around until you get an answer; it may be seconds, minutes or hours, but there is no harm in hanging around the channel indefinitely (as many people do).