I like to document what I did and why when I do stuff. Is there a place to leave notes associated with projects? Or, do I have to type it all in a check in notes or something?
Is there a place to leave notes on Metric Sets, Dashboards, etc.?
The most obvious place to leave notes is, as you mentioned, during check in. You can then view all of the notes in the Revision History.
You can also use the Description field of different files, including the Project, for notes specific to that file. You can find out more about both of these in the File and folder properties article.
Another option you can use, though I would recommend being careful with it, is annotations on the dashboard itself. You have the ability to make them private.
Hope this helps.