How do I analyze a .hprof file?

You can use JHAT, The Java Heap Analysis Tool provided by default with the JDK. It's command line but starts a web server/browser you use to examine the memory. Not the most user friendly, but at least it's already installed most places you'll go. A very useful view is the "heap histogram" link at the very bottom.

ex: jhat -port 7401 -J-Xmx4G dump.hprof

jhat can execute OQL "these days" as well (bottom link "execute OQL")

If you want a fairly advanced tool to do some serious poking around, look at the Memory Analyzer project at Eclipse, contributed to them by SAP.

Some of what you can do is mind-blowingly good for finding memory leaks etc -- including running a form of limited SQL (OQL) against the in-memory objects, i.e.

SELECT toString(firstName) FROM com.yourcompany.somepackage.User

Totally brilliant.

You can also use HeapWalker from the Netbeans Profiler or the Visual VM stand-alone tool. Visual VM is a good alternative to JHAT as it is stand alone, but is much easier to use than JHAT.

You need Java 6+ to fully use Visual VM.