I go back and forth among documents frequently – it'd be very convenient to have a back button like browsers and programs like Scrivener have so I can see where I was move more quickly back and fourth through documents.

On a similar note, when I have to compare documents the setting to open in separate windows it is useful and also being able to open notes in separate windows. It'd be even better to also to have a more automatic split screen option to quickly see documents-by-side (like Firefox just introduced. Scrivener also has this.)