Obviously, the nature of the setup for each module can differ wildly from the next. This is because modules can provide pretty much any type of functionality you can imagine, ranging from a simple poll, to a search engine, or whatever. Accordingly, there are a host of different settings associated with each one.
You should also bear in mind that because of the inherent broadness of function associated with modules, the configuration and use of each one can also vary greatly. What this means is that it can be quite confusing at first to find out where to go in order to change settings or simply make use of them.
We will begin with forum and locale, followed by the others, since these two are slightly more complex.