While the documentation in the manuals and the games is quite impressive, there are a few important bits missing. The aim of this thread is to create a list of those missing bits. First and foremost, I'd like to highlight the existence of the Adventurer's Guide, which seems to be a very improved version of "Mastering Melee and Magic". You can download it here. Much information missing in "Mastering Melee and Magic" has been added in the Adventurer's Guide, so this thread is only about information which is still missing in the Adventurer's Guide (or the last versions of the other manuals).
Updated list of missing info:
There's no documentation for the interface of the game. The documentation in the manual was written in 1999, i. e., 17 years ago! That means most of it is obsolete now, so you can essentially say there's no documentation.
Humans can choose any class (except Dwarven Defenders), but the other races have limited choices. The manuals don't tell you which choices each race has.
When a thief has a set snare score lower than 100 and fails to set a trap, he has a chance of being hurt by his own trap.