I find it helpful to launch the offline MSDN library separately rather than have it appear within Visual Studio. This makes it easier to browse at a decent size without interfering with your actual coding window - and often I'll look up documentation without having Visual Studio open at all.
I usually use the Index pane on the left - then if I need to know about what's in a particular namespace or type, I can just start typing the name. Of course, that only works if you know which namespace to look for: so I would thoroughly recommend taking half an hour to just browse the most important namespaces to get a feeling for them. In particular, have an idea of what's in:
- System
- System.IO
- System.Collections
- System.Collections.Generic
- System.Linq
- System.Diagnostics
- System.Net
- System.Xml
- System.ComponentModel
- System.Data
- For web UI:
- System.Web.UI
- System.Web.UI.WebControls
- For Windows Forms:
- System.Windows.Forms
- System.Drawing
- For WPF:
- System.Windows
- System.Media
You don't need to really learn anything there by rote - just try to get the gist of what's where, so you know where to look later.
I also find that when searching the web, including site:msdn.microsoft.com
helps a lot. Of course there's plenty of great non-MSDN content too, but it's nice to be able to filter it sometimes.