Should I be scared that this is not an unusual message?

Well, okay, let’s give the circumstances: I’m load-testing a server by taking several machines and command-clicking the URL of a dynamic page as fast as possible. When the link is fully-dynamic, the server cries in pain, fights back a little, and then falls to the floor screaming for its mommy. When I cache a very little bit, it looks at me and laughs.
Minimal caching == good.
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Since I haven’t dug deep into Drupal yet, how hard is it to cache the frequently accessed pages in Drupal (or at least the main fragments of those pages) so that it minimizes SQL accesses for getting things like the index page and RSS feed?
Rather easy. It’s a toggle in the settings. It caches pages for anonymous users (all RSS access are anonymous users). If you are logged-in, it generates a page for you each time, but it’s not much slower even then.
I notice that in Safari and NetNewsWire your page tends to load in a staggered fashion. I’m hoping/assuming that it’s due to the Google ad and not the MySQL accesses and dynamic rendering. Is that a fair assessment?