Sometimes, a website creates Internet Explorer windows where they disable all menus, all right-click menus, etc. And sometimes you really want to understand what the html source for a particular page is.
Quick tip: To access the debug screen, just press F12. At least you will be able to see the source of the site and maybe understand what is it that the website is trying to hide from you.
This could be interesting when you are trying to retrieve the real link for an object on the page, for example the URL of a picture.