The Back button (in the upper left corner of the browser window) will usually take you back the last page you were on. Sometimes when you click on a link, a new window is opened and the Back button won't work. The Back button always takes you back to the previous page that was opened in that browser's window. So when a new window is opened, the Back button doesn't have anywhere to go back to. Get used to using multiple browser windows and selecting them either from the Window menu or by clicking on the window's borders.
Another thing you can do with the Back button is to go back to a page other than the last one opened in that window. If you hold the mouse down on the back button for a couple of seconds (in most browsers) or the little down arrow next to the back button (in some other browsers) you will see a popup menu of all the pages you have opened in that window. Then you may select one of the pages from the menu. After selecting a menu item, you will be taken to that page.
The difference between this menu and the History menu (in Internet Explorer), or the Go menu, is that the Back Button menu only lists pages that have been opened in that browser window. The Go or History menus list pages opened in any browser window.
The Forward button works the same way. If you have gone "back" to previous pages in a browser's window, then you can go "forward" again. You can also jump several pages forward (provided you have gone several pages back), by holding the mouse down on the Forward button or the down arrow next to it.