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. There also exists a number of books on PGP, encryption and security.
Phil Zimmermann's excellent documentation for the MIT release covers almost anything you need to know about PGP. 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 distributions in the files PGPDOC1.TXT and PGPDOC2.TXT. It is also available in HTML format:
A Postscript version is also available, as well as translations into other languages.
The README file for PGP 2.6.3i explains how PGP 2.6.3i differs from 2.6.2(i).
If you have a question that is not answered in the documentation, then you should check out one of the many FAQs on PGP.