I totally agree! Thanks for trying it out.
We currently have some documentation on the new tab page and if you press colon, type "help" and then press enter. It isn't ideal as it is pretty much developer documentation, but it should give you an idea of the commands available.
Where we are totally failing is in giving feedback to users with error messages, and documenting the current bindings - but that's coming soon; we are also very bad for first time users of anything Vim-like, but an introduction for those people is quite a low priority because there are ~20K people for whom Vimperator will stop working on Tuesday, and we want to help them first.
Thanks again for giving us a go, and for the feedback.