Make sure you've configured your email address and nameserver, or many functions will fail with strange error messages
Several functions on the tools menu need to be enabled before you can use them. Select Edit → Options... → Advanced and enable the functions you want to use
Netscape Navigator 3 and 4 both make it difficult to copy headers to the clipboard. Sam Spade attempts to undo the corruption in headers copied from Navigator, but sometimes fails. The right way to copy headers from Navigator is to select the message, select View → Document Source, select the header, then hit Ctrl-C to copy the header to the clipboard
(Navigator is a bad mailreader and a worse newsreader. You're much better off if you use Navigator as a web browser, and use a real mailreader and newsreader. Internet Explorer is no better.)
HTML Help seems to work only with Internet Explorer 4. Anything else and you should use WinHelp instead. Select Edit → Options... → Help. You're not missing any content - the WinHelp is generated automatically from the HTMLHelp
Check the support page for known bugs and bug reporting information