Many problems and errors in Windows are caused by buggy or outdated drivers. If you're having trouble, make sure you contact the manufacturer to see if they have any newer drivers for your hardware. Your mouse tells you what's happening. Look closely at your mouse cursor while you're moving it around - it's not always an arrow. For example, when you're dragging a file, Windows95 gives you a clue as to what's going to happen when you drop it depending on what's currently underneath the cursor.
Help is near.
Pressing F1 in most situations will either display detaild instructions or breif descriptions of the controls. The help has a search feature, too, allowing you to find desired information by typing in a keyword. Explorer is called Explorer for a reason. Don't be afraid to browse your hard disk. Look in all your folders, and try all the programs in the Start Menu.