I want to build shelves into an alcove, but the corners are not square. What is the best approach to this?
"Not square" can mean two different things: not a right-angle, or rounded.
If the walls are not at right angles, you can use a T-bevel to measure the angle between the walls. If you don't have a T-bevel, you can hold a piece of light cardboard against one wall and fold it so the crease is against the other, which you can use as a template for cutting the shelves.
If the corners are rounded, I'd use the cardboard again: estimate the radius of the corner, cut a quarter-circle of that radius, and check how well it fits into the corner. If necessary, adjust the estimate and repeat. Then use the quarter-circle as the template.