You're overlooking two key points of advice for leveraging the documentation, which leads to unnecessary frustration.
Awful because it can be darned hard to find.
1) From near the beginning of the Read Me First topic:
Searching the Documentation
The best way to search the user manual is a search engine, like Google. If we are looking for previews, for example, launch Google and then in the search box enter:
That will search for "previews" just within the user manual.
2) Don't attempt to learn by looking for words you think might be there, because without learning the basics first you don't know enough for efficient searches. "Grids" for example, is a word that appears in very many contexts: grid controls, table grids, grids of regular points, snap to grid, NTv2 grids, etc. It's more efficient to learn the basics first.
Read topics in order beginning with Read Me First all the way up through to the end of the Basics chapter. Take a break from reading from time to time to watch videos (see Read Me First) and to read/try out Examples topics, starting with the Introductory Examples chapter.
That sounds like a lot but it goes quickly if you just do it. That basic learning will provide a foundation that will make it much easier to find more advanced or specialized items later on.
Have the links I've already clicked change colour. This normally occurs on other web sites, so I assume the problem isn't in my browser settings (Opera).
If you mean text in topics, it's not the site. It's something in your browser settings. I've just tried it in Opera and links you've already visited change color. Same in Chrome and in the new Bing. If you mean the table of contents pane, no, those don't change (different control, see the same effect in many websites that use tables of contents, etc. For example, the top choices in the manifold.net website don't change color if you click "News," "Free Viewer" etc.).