Andy:
There are a lot of references in this thread to the "true" speed of the film. That is the phrase that people tend to use, but it might be more appropriate to refer to the "conventional" speed. The reason for this is that TMAX 3200 is really a special purpose film - it is designed to cope better with "pushed" (i.e. increased) development, which is development that is lengthened, in order to increase contrast.
If you develop TMAX 3200 normally, it will most likely behave like an 800 ISO film. If, however, your needs require increased development in order to increase contrast to offset the effects of low light levels, than arguably TMAX 3200 will perform better than other 800 ISO films designed to be shot closer to their ISO speed (not that there are a lot of those

).
The ISO number is the result of testing under a very specific set of lighting conditions, with one type of developer, and one approach (i.e. temperature and agitation, etc.) to the process. The lighting conditions and developer and process are not unusual, but they are specific. In real life lighting conditions vary, there are a number of different developers that have different strengths and weaknesses, there are a variety of approaches to processing, and different people prefer different results. All of those potential variations may bring rise to the need to use an EI (exposure index) that is different from the ISO number, in order to get the results one seeks.
In the short term, however, for most films using the ISO number as your EI will likely result in quite reasonable results. As your knowledge and experience grows, you will have a better idea of when it is best to vary the EI.
Most importantly, have fun!
Matt