If you are running Firefox and trying to run in only one window, you’ll find some applications still try to open up new pop-up-style windows (via Javacript, etc.). And sometimes that’s okay.
But if one of those menuless windows is in front, and you click on a link somewhere, another “tab” opens in that window, overlaying what was already there. And if you close the window, you lose the underlying tabs. And there’s no way to get back to what you had up already.
Unless you press Ctrl-W, which closes the current tab. Or Ctrl-Tab, which goes to the next tab. Huzzah (and RTFM, Dave)!
Alternately, for the non-keying types, you can install the CTC extension and add a “Close Tab” to the (right-click) context menu.
This note will save me a lot of time. I hope it does the same for you.