My only experience is with a NH1010 Bale Wagon. 1)Don't buy one that is not ready to go to the field. 2)Don't buy one unless the owner can show and explain to you how everything works, or you can take a knowledgeable, experienced operator of that model with you to look at it and try it out. Take notes. I didn't buy mine, and wouldn't buy another one, without the operator's manual. 3)Read the manual until you understand it. Realize that there are two safe places for an operator, 1) on your tractor seat or 2) at the operator controls on the right hand side of the Bale Wagon.
Adjust your tractor hitch, pickup snout, and pto according to the dimensions listed in the manual. Keep the roller and paddle chains snug, don't wait til the next load to adjust a loose chain. I carefully dribble used engine oil on the chains, oil and grease all moving parts each day of operation.
At 65+ years of age, they are a lifesaver for an moderately experienced tractor and ag machinery operator. I don't think a first time operator should be let near one. IMHO
Good luck. I certainly enjoy my 1010 Bale Wagon!!