IBM has a great article about Knoppix in their library. I constantly come back to it as reference point for many Knoppix related tasks. If you're in need of some place to start with knoppix, this may be good for you.
It mainly focuses on system recovery, but some of the links, documentation and references apply to general Knoppix use. The main reason I looked at this today was to read about differnent ways to test a hard disk with this live cd.