Found this great guide to setting up a replication mysql replication slave.
That when I started the salve I had a particular problem that I got the following error "Could not find target log during relay log initialization".
I found adding the following to /etc/mysql/my.cnf
relay-log = /var/lib/mysql/slave-relay.log
relay-log-index = /var/lib/mysql/slave-relay-log.index
Then deleting any remnants of failed attempts
Fixed the issue.