In a volatile economic environment where companies put customer needs at the heart of their development strategy whilst needing to implement change efficiently and in a controlled manner, a Lean and Agile project management methodology is essential. But how to integrate these approaches, which can sometimes be dest- abilizing for the company, knowing that each organizational structure may have its own specific culture and environment to be taken into account to be successful? Managers are well aware that a key critical success factor is to launch this type of initiative carefully, but they are sometimes not well prepared to accept the uncertainty that comes with implementing an Agile approach. After many experiences in the field of Agile development projects we propose some methodical advice to help address this uncertainty during the critical early stages of a new agile project. Then we present the difficulties, risks and pitfalls during the transition to production phase. Next, we offer some advice on how to establish an effective Agile governance. Finally, we focus on the human factor which remains the most important factor in order to succeed in any continuous-improvement approach.