Not all Dashboard panels are immediately visible. You have to go to Setting --> Panels selection and choose the panels you would like to be loaded (Dashboard remembers it so you do not need to repeat it next time).
Each panel, and the Dashboard itself, has its own Help page, accessible either from the Help menu, or by pressing F1 anywhere (sorry, there is not any Back button in the help pages).
From panel to panel, you can also navigate by pressing ALT-n where "n" is a panel number (the first panel has number 1).
All console windows serve as terminals - they display messages (and they are read-only, unless they have a different colour, then you can edit them, but it is rare). You can also save their contents, or copy & paste it (use the usual copy key combination CTRL-C). You can also increase and decrease their font. The verbose mode is rarely used, but you can control the append mode.
Most of the lists react also on the RIGHT-CLICK with the pop-up menus. You can also copy from a list by selecting a line and CTRL-C.
When using File choosers, be careful not to accidentally rename files (this cannot happen when using Java 1.5 and above).
Your user preferences (the last entered values) are stored in files. On Unix, in your home directory under a sub-directory .java, on Windows in the Registry, on Mac I don't know. If some remembered values bother you (e.g. they are too long), you can always find them in the preferences and remove them manually (but there is a plan to have this function available from Setting).
The sub-panels are often divided by a divider and can be re-sized by dragging the divider. You can drag the divider to any position as long as neither contained component goes below its minimum size. This is not the case with the two small arrows that appear on the divider - they let you collapse (and then expand) either of the components with a single click completely.
Dasboard writes into its own log jMoby-debug.log (unless you change it in the file log4j.properties). If you witness any strange behaviour, check this log file, and consider to send an email to the contact person (see Help --> About at the bottom).