This post is just a few tips on how to do a conjugate heat transfer simulation in ANSYS Fluent, for someone who knows how to run a simple aerodynamic case (basically know your way around the GUI), for which there are plenty of tutorials online.
So more specifically we'll take the case of a simple metal block at a high temperature at t=0, and airflow around it, cooling it over time. So there are two regions, a fluid and solid region.
You must set the boundary conditions correctly so that at the physical wall, there is a boundary defined for the solid and the fluid. These walls will be then coupled. There are probably different ways to do it properly in different meshing programs, and maybe even different ways in certain circumstances. In my case I used Pointwise and ignoring the boundary and merely defining the fluid and solid zones was sufficient. When imported into Fluent, Fluent automatically makes boundaries at the physical wall between the two zones and you can couple them via 'Define > Mesh Interfaces'.
You set the initial temperature of your material by going to 'Patch' under 'Solution > Initial Conditions'. Select the solid zone and that you want to set initial temperature and enter your value.
Those were the two things that for me were not straightforward.