Well, first of all, you have layers on the timeline. You can organize layers in some order. You can put layers in library. If you don't like your layer structure and want to change it at some point in the movie, you can either create a new scene (Shift+F2 to bring up scene window & switch between scenes/ make new ones) or just make additional layers if you don't have enough. You can hide, lock layers and view their outlines only.
Secondly, layers contain frames and keyframes. A frame is a continuation of a keyframe, whereas keyframe holds graphical data. If you have a keyframe and 4 frames after it, then you have 1 keyframe which has the length of 5 frames. Keyframes can be empty, and then they are colored white. To automatically create a new keyframe, press F6. To create a new empty keyframes, press F7 (useful for frame-by-frame animation). Near the bottom of the timeline there's onion skin button (extra useful). You can select frames on the timeline and drag to move them, or you can cut and paste them. Or reverse. etc.
Thirdly, you have graphical symbols (really handy to cut down the workload). Graphical symbols can contain a looping animation and play it over and over, or they can contain an animation that you want to constantly reuse or to display in multiple places at the same time. For example, you can animate an entire army of soldiers by animating just one. Walk cycles should be done in graphical symbols. Onion Skin is essential in making any looping animations.
Fourthly, you have library (Ctrl+L) where all symbols (graphical, for ex.) are stored. You can drag symbols from library onto the stage. You'll need to select an appropriate layer on the timeline before doing that. You can quickly mirror an object from left to right or from top to bottom by going to Modify-->Transform-->Flip vertical/horizontal. That takes a long time and I recommend going to Edit-->Keyboard shortcuts and setting the hotkey there to something like Ctrl+Shift+7 and Ctrl+Shift+9.
Fifthly, you can write ActionScript. ActionScript is used to create movie preloaders, to write complex animations that are hard to do by hand or tween (which involve moving movie clips or drawing lines or certain shapes).
Sisxthly, you can press Shift+F9 to go to Color Mixer, which is the only available tool in Flash that allows you to pick a custom color. Then you can press K hotkey (bucket fill) and color your animation.
When you're coloring an animation, you can use Brush and Brush mode set to Paint Inside (in Tool panel). When you use Pain Inside mode you affect only the shape which was clicked. It takes time getting used to, but allows to quickly add highlights and shadows, when used in conjunction with Color Mixer's brightness slider (on the right side of Color Mixer).
When you're drawing contours (always use pencil tool or brush) you have to be careful when connecting the lines to each other, because if you fail to connect them, you won't be able to fill in the contour with a color. Pencil tool is more precise, while brush tool supports pressure and is mostly used with a graphical tablet.
You have filter effect like Blur, Glow, but you can apply them to Movie Clips only (not Graphical, unfortunately).
Movie Clips are different only in that they constantly play their animation and you can't control that (unless with ActionScript), you can only place or remove a movie clip.
Your question would be more appropriate in the Animation forum. This forum is more oriented on ActionScript scripts. Animation forum deals with Animation, including flash animation.
