Technological advances and a burst of new microscopy methods have boosted the use of quantitative tracking experiments, in Soft Matter and Biological Physics but also in the Life Sciences. However, in contrast to highly advanced measurement techniques and tracking tools, subsequent analyses of trajectories frequently do not exploit the data's full potential. Aiming especially at experimental laboratories and early-career scientists, we introduce, discuss, and apply in this Tutorial Review a large set of versatile measures that have proven to be useful for analyzing trajectories from single-particle tracking experiments, beyond a simple extraction of diffusion constants from mean squared displacements. To support a direct test and application of these measures, we supplement the text with a download package that comprises a low-threshold toolbox of ready-to-use routines and training data sets, hence relaxing the need to develop home-brewed solutions and/or to create suitable benchmark data.