Gravitational waves are a radically new way to peer into the darkest depths of the cosmos. Pulsars can be used to make direct detections of gravitational waves through precision timing. When a gravitational wave passes between a pulsar and the Earth, it stretches and squeezes the intermediate space-time, leading to deviations of the measured pulse arrival times away from model expectations. Combining the data from many Galactic pulsars can corroborate such a signal, and enhance its detection significance. This technique is known as a Pulsar Timing Array (PTA). Here I provide an overview of PTAs as a precision gravitational-wave detection instrument, then review the types of signal and noise processes that we encounter in typical pulsar data analysis. I take a pragmatic approach, illustrating how searches are performed in real life, and where possible directing the reader to codes or techniques that they can explore for themselves. The goal is to provide theoretical background and practical recipes for data exploration that allow the reader to join in the exciting hunt for very low frequency gravitational waves.