The three buttons: Back, Start, and Search
Windows Phones have three buttons across the bottom—Back, Start, and Search.
The first thing the Back button does, as you might expect, is take you back one screen from where you are. Your phone remembers all the apps and websites you've visited since the last time your screen was locked and will take you back one page each time you press Back, until you get to the Start screen.
You can also press and hold the Back button to open the App switcher, which shows you all the apps you currently have open on your phone. Tap any app to go straight there.
Any time you press the Start button, you go back to the Start screen, no matter where you are or what you're doing on your phone (as long as it isn't locked).
On Windows Phone 8, you can press and hold the Start button to activate Speech.
You can use the Search button to find what you need on the web—just press it and type in what you're looking for.
If you're running Windows Phone 8.1, and Cortana is available in your locale, press the Search button to go to Cortana and have her search for you. Press and hold the Search button, and she can do a whole lot more. (She needs to be on for this to work.)
If your Windows Phone 8.1 doesn't have Cortana (or if is Cortana off), press and hold the Search button to use Speech.