This chapter is an introduction to the requirement and the various problems that will be encountered during numerical modelling in geotechnical engineering. A large scale tunneling work in Australia will be used to illustrate the necessity to use numerical methods in some real life engineering problems. After that, the authors will introduce a series of numerical problems that may be encountered during the use of commercial engineering programs. Such problem cases may arise from various sources, and engineers are strongly advised to understand the basic principle of each commercial program and to assess the program output with care before accepting the results of analysis. Finally, some of the more important governing differential equations for geotechnical problems are discussed.