It is very important that you read the documentation that comes with PGP before attempting to use the program. If you don't understand the basic principles behind public key cryptography, then you may very well jeopardize both your own and other people's security, and PGP will only give you a false sense of safety. This fact cannot be stressed enough! The links below should provide you with the information needed to avoid most pitfalls.
This manual explains the principles of PGP and public key cryptography in general, as well as practical use of PGP 5.0 on Windows and Macintosh. The manuals are in PDF format, so you'll probably need Adobe Acrobat Reader to view them.
PGP 5.0 User's Manual for Windows 95/NT
Phil Zimmermann's excellent documentation from the MIT PGP 2.6.2 release covers almost anything you need to know about PGP 2.x. Here the principles of public key cryptography are explained in layman's terms, as well as practical use of the PGP program itself. And it's sometimes very entertaining reading, too. The PGP User's Guide is included in ASCII format in all PGP 2.x distributions in the files PGPDOC1.TXT and PGPDOC2.TXT. It is also available in HTML format:
Volume I: Essential Topics - compulsory reading for all PGP users!
Volume II: Special Topics - for the experienced PGP user!
If you have a question that is not answered in the documentation, then you should check out one of the many FAQs on PGP.
FAQ from comp.security.pgp by Arnoud Engelfriet
Where to get PGP FAQ by Michael Johnson
PGPi FAQ by Ståle Schumacher
PGP passphrase FAQ by Grady Ward
PGP attack FAQ by infiNity
FAQ on Cryptography by RSA Data Security, Inc.
PGP 2.6.3i reference card by Kurt Huwig - including some undocumented commands!
Beginner's guide to PGP 2.6.3i by Bill Morton
Installing PGP 2.6.3i under Unix by Eric Maryniak
Known bugs in PGP 2.6.3i by Ståle Schumacher