The AREA command will give you a list of areas in the game. As you can see, it's quite a long one! You can specify a level, or range of levels, to see only areas for that level. For example, AREA 4 will give you a list of level 4 areas.
The ent in Stonehall can identify items for you, for a fee.
Make friends and talk to people. Many parts of the game are much easier in the company of others. More fun, too!
You can change your recall point using the RECALL SET command. This is especially handy for getting back to your corpse quickly if you die.
Look at everything you see, you never know what you may find. Often important clues can be found in room descriptions, or from looking at objects.