Menu should be a list (ul tag)
We (almost) all love jQuery, but vanilla JavaScript should be used whenever it is simpler
Protection of $ alias
Public Access to Default Plugin Settings
CSS 'end' class seems to be useless
Here, 'this' is the jQuery itself, so no need to call  fonction ;-)
Store the jQuery objects to avoid repeatedly invoking jQuery
Why 'div' only? Could be section, even article, maybe, so allow for any tag to be a content part called from the menu
Added readability to some variables and simplified some portions of the code
onload as an HTML attribute is not a good practice, we don't need it (just add a class='active' to the first menu item), and furthermore adds a bug (in Firefox at least) when you refresh a page after scrolling a little
Forgot the main JS... Sorry
Merge pull request #1 from laruiss/master

Some modifications to your plugin