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What does "Error! Bookmark not defined!" mean?
This happens

1. When you tell Word to create a table of contents, but haven't t identified any text in your work as Heading 1, Heading 2 etc.
2. When you copy and paste text from another document (especially a web page) which has either hyperlinks (Internet links) or a table of contents in it.

The solution to (a) is to go over step 1 again. The problem in (b) is a different issue altogether, and a long story which I don't want to go into right now.

My table of contents has whole paragraphs of text, instead of just the headings I wanted.
Very common, and nothing to be worried about. There are two possible causes:

1. You have inadvertently selected a whole passage of text and made it a heading. The solution is to go to the section in question, select all the bits that you don't want to be part of the heading, go to the style box and select "Normal". Now Right click your table of contents, update it, and you should see the unwanted stuff disappear.
2. You have that horror of Microsoft horrors "apply headings as you type" turned on in your options. What this means is that every time you do something innocent, like make something bold, Word assumes that is probably a heading. As if that weren't bad enough, Word doesn't stop at a few heading levels, it will classify things as "Heading 7" and "Heading 8" when it feels like it. To stop this nonsense, go to Tools (in the menu bar) and select "Autocorrect". Now select the tab "Autoformat" and UNCHECK "Headings". You'll probably want to turn off just about everything else here too.

I pressed print and got this "Update entire table?" or "Page numbers only" box. What do I do?
As we saw earlier, the Table of Contents is a 'dynamic field' which will extract information automatically from your document. It's not fully automatic though - it updates after certain actions or events. One of those events is printing: the people who designed Word thought that you would probably want to print the latest version of the table of contents when you print your document, so they invite you to allow Word to perform an update on the table of contents when you press "print".

I've got all sorts of things in the table of contents that I don't want there. How do I get rid of them?
Click on the table of contents, and then start all over again with the instructions on page 2 of this guide. When you get to the main "index and tables" dialog box, click on "options" and you'll see the box below:

In the column called "TOC level", simply delete the number next to the style you don't want indexed (you'll notice that the tick disappears from the list on the left hand side when you do this). This will stop Word from indexing those heading levels. Press OK, and update the Table of Contents.

There are other things which I want indexed. How do I do it?
When you understand this, it makes you almost love the people who created Word. Any style can be assigned a 'level' in the table of contents. By default, Word only extracts Heading 1, 2 and 3 into the table of the contents. But if you have created a style called "Exercises" or "Rude Words", you can tell Word (in the dialog box shown above) to pretend that "Exercises" is really a Level 3 heading. Just type the number three next to the Style called "Exercises" into the TOC Level column. Then, all your exercises will be assigned page numbers in your Table of Contents. You need to know about creating styles in Word to do use this feature, but that's another story. Hopefully by now you'll have got the Indexing bug, and will be tempted to read the help menu.