/var/log (contains all log files)
/etc/NitroGuard (contains most of the nitro specific files)
/var/log/data/inline/thirdparty.logs (contains the incoming data files by vipsid folders)
/usr/local/ess (contains most directories for the ESM database and configuration files)
/elm_allocations (contains allocation files for the ELM)
/elm_storage (contains elm storage data)
These are the most prominent directories, and unless you have a really good reason to be in them, I would not recommend playing in these folders or risk breaking something beyond repair. As far as letting you know the important files, go directory crawling and find files that contain data you recognize from configurations you performed in the GUI, and if you do not know what the file contains, I would recommend staying away from it.