The game is surprisingly fun and addictive, considering it was invented by a computer engineer and his 7 year old son. One of the goals of the game design was to make it easy for humans to play to difficult for computers to play well. The game brings new challenges to the human mind and to AI research. The game succeeds at this because to play well, the computer must think more like a human and not do brute force raw calculation like the top chess computers do.
Arimaa is more fun to play against a computer than is chess because of the greater number of possible moves per turn. I find myself wanting to play game after game to climb the bot ladder and increase my ranking. I'm afraid that when I start playing against humans I will be hopelessly addicted to Arimaa.
You can find strategy tips and other detailed information about Arimaa in the Arimaa Wikibook.