The status bar and locked mode
The status bar at the bottom of the screen is your map. It shows the current mode and, for that mode, the keys available to you right now. When you're learning, you don't memorise Zellij; you read the bar. It's a plugin (zellij:status-bar) loaded by the default layout, two rows tall and the full width of the screen.
Locked mode is the exception to everything above. In Locked mode, Zellij stops intercepting keys and passes them straight through to whatever's running in the pane. That matters when a program wants the same Ctrl chords Zellij uses, or when you nest one Zellij session inside another and need the inner one to receive your keys.
Try it yourself
Lock, try a chord, unlock
Prove to yourself that Locked mode really does hand your keys back.
Tick every step to confirm you did it.
When you'd reach for lock
Name the situation, not just the key.
Give one concrete reason to enter Locked mode.