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I'm not blaming people for now knowing, Opera has so many cool features it's hard to become fully aware of them. To be honest I don't remember how I found out about this one. In Opera (and other browsers) you can use modifier keys when clicking links, so it kind of makes sense to use this in context menus as well.

Opera is always surprising. Did you know you have mouse gestures (such as 'close') in menus such as preferences? It blew my mind.

On windows right clicking on a file and selecting delete sends it to trash, right clicking, holding shift and selecting delete skips trash. This is at least windows xp old. On windows 7, don't remember the others, if you hold shift while right clicking more options appear (probably depends on the file).

On a Mac, hitting modifier keys, change the menus (both the menu bar and context-menus).

e.g. right clicking a folder in Finder and holding alt will show different options.