To select a note, press Control (or option shift on Macs) while you click on the note to avoid possibly changing the pitch or duration. If you'd like to select an entire chord, select one note in it and press Control A. If you're on a Mac, hold the shift key and use the up and down arrows to highlight the chord.
You can also use your arrow keys to move around in the score; the left arrow goes to the previous note, right arrow to the next note. Holding down the control or command key with the up and down arrows change the note in a chord. You can jump to a different measure by holding down the Shift or command key with the left and right arrows.
On the computer keyboard the letters C, D, E, F, G, A, & B, are the shortcuts corresponding to those note names and will enter at the octave closest to the last note. To create a chord, you can add pitch by interval using the Number row 1-8 from unison to octave. If you need to add an accidental, the number row minus will insert a flat and the number row plus will add a sharp.
To change the pitch of a note, make sure it is selected (it will appear highlighted) and then use the numpad plus and minus to go up or down a half step respectively. To move up or down a step diatonically, use the up and down arrows. Transposing to a different octave can be done by holding Shift while pressing the up or down arrows. If you'd like the Courtesy Accidentals to display, press control, shift, hypen/minus on the number row or command, shift hypen/minus on Macs.
You can use the tool pallet at the side to change the note duration, but a faster way of toggling between them is using the number pad on your computer keyboard. 1-8 on the numpad represent rhythmic durations from shortest to longest. The shortest duration (64th note) is 1 and the longest duration (breve/double whole note) is 8, which puts a quarter note in the middle of the numpad on 5. When you are entering notes, choose the note duration on your keyboard before you select the pitch as discussed above.
If you have already entered a pitch and need to change the note duration, hold alt (or option on Macs) and use the numpad 1-8 in the same way as adding a note. See deleting a note if you need to replace a shorter duration with a longer one.
To enter a rest, choose the rhythmic duration you want the rest to cover, and then press 0 (zero). You can toggle between a note or a rest by pressing R and to toggle the input caret from note to rest press alt R or option R on Macs. If you need to add an augmentation dot to a note, you can do so by selecting the note and pressing the "." (period) key on the keyboard. To insert a tie, select the first note in the tie and press T.
If you find that you've entered a note by mistake, you can always hit the Delete key to remove it. This is especially helpful if you accidentally entered one or more notes at the end of the measure that are too small of a duration and you want to overwrite them into a smaller number of longer duration notes. For example, if you want to replace 4 sixteenth notes with 2 eighth notes, you will have to delete two of the sixteenth notes in order to change the remaining two to eighth notes. Even though it can cause a large amount of frustration, this is actually a feature because Finale automatically checks your math and won't let you enter more notes than what belongs in a measure.
While Finale will automatically fill the end of a measure with rests when you move away from it and will keep you from entering too many notes in a measure, you can disable this feature. Select the Simple menu at the top (Simple entry must be chosen for this menu to appear) and click "Simple Entry Options" then uncheck those options as shown in the picture below.