When browsing, just press the Ctrl key, and Konqueror will pop up yellow squares next to each link on the current page with a number or letter. Instead of having to click the link, just press the associated letter or number on your keyboard to follow that link.
The feature above reported seems doesn't work in my knoppix 3.8.2 install and even in a plain debian 3.1 install (both konquerors are 3.3.2), so I'm wondering if it is a vers. issue (only most recent konquerors might have this feature) or has to be enabled in some way through settings.