If you try to deploy a WebArchive like so,

final WebArchive archive = ShrinkWrap.create( WebArchive.class, "ArquillianTest" );

you will get a NPE, that does not give you any clue about how to fix the problem.
In order to fix it, you have to write "ArquillianTest.war" and not "ArquillianTest".

It would be nice if there was a error message that pointed you to the error, instead of a meaningless NPE.