The Mathematica Documentation will likely tell you more than you want to know about a Function or a tool. It can be accessed via the "Help" menu at the top of a Mathematica window (select "Documentation Center") or even by placing the cursor in the midst a function's name in some code, right-clicking, and selecting "Get Help".
At the bottom of each page in the Documentation is one of its most useful sections: "See Also". These are links to other pages in the Documenation regarding Functions, tools, or topics related to the page you are on. Surfing through the "See Also" cross-references is one of the best way to discover new Mathematica functionality, and a plethora of useful functions you'll be glad you stumbled across.
Each page in the Documentation is written in Mathematica, which has a slew of formatting options that allows the seamless integration of text and code into something that looks like an encyclopedia. One of the most useful sections of each Documentation page is the "Examples" section, which contains real "Input" cells, with real code that you can evaluate. Not only can you evaluate these cells to reproduce the output shown, you can change the code to see what effects the changes have on the output. This sort of tinkering is exteremly useful in learning how to use Mathematica code to get the behavior you want as efficiently as possible. DON'T WORRY: the changes you make to the Documentation are not permanent. If you break the cell you're interested in, and want to reset it, simply click the "Refresh" button at the top right corner of the page.