Here's another weird Sitefinity error that you can get on a new install.
How To Fix This Error: The SELECT permission was denied on the object 'voa_keygen', database 'DevMagazine', schema 'dbo'
Weird in the sense that it's another Sitefinity error that is rather verbose but gives you almost no information as to how to fix it.
Normally, you'd probably think you would get an error with a table name that starts with 'sf_'.
Either way, the issue is that the user you are using to connect from the Sitefinity Web App to the database (as defined in the dataconfig.config file) does not have dbo access to the Sitefinity database.
Here's a blog post about it (which didn't quite resolve my issue):
The table voa_keygen is used to create primary keys, as part of the Telerik framework, as best described here:
Here's all I had to do in SQL Studio Management Studio.
Select the Properties option under the Security node of the database (NOT the server top level node!).
Then, select db_owner in both of these tabs:
After that you are good to go!