I already posted some of the tips and tricks of Lumia 620 in my earlier post. This is the continuation of that. I am used these tricks on my Lumia 620 but these tips should work on Lumia 920, Lumia 820, Lumia 720 as well as on Lumia 520. Let us start.
Tips and Tricks for Nokia Lumia 620
Taking Screenshot on Lumia phones: Like Android smartphones, you can take screenshots in your Lumia smartphones using Start(Windows Key)+Power button simultaneously.
Closing Apps: In Nokia Lumia series smartphones, to close apps, you need press back button. Press Windows button to see that Home screen. Then press back button multiple times till you find the app you want to close. Once you find, press Back button one more time to close the app. Ideally, closing the app on windows phones not required.
Enable or Disable Phone data connection: If you want to enable internet connection on your phone or disable the internet data connection, go to settings->Mobile Network. Choose 'on' or 'off' from the drop down list under Data connection.
Using as WiFi Hotspot: Nokia Lumia 620 supports mobile data sharing through WiFi. To use your Lumia phone as modem, go to settings->internet sharing. Slide the bar to right to enable. Click on the setup to configure your wifi broadcasting name and password or use the password which shows on phone to connect to your phone WiFi network with the default broadcast name.
Sharing internet in Lumia 620

Updating Phone OS: You can easily update your lumia phone OS by tapping to settings->phone update. Tap on to check updates. If there is any new updates, you can download straight from your phone provided you phone is connected to the data connection. You can even enable automatically download updates checkbox if you want to updates as and when new update comes in.
PC suite for Nokia Lumia Phones: You can download free PC suite for Lumia 620 from Microsoft website. The PC suite name is Zune software. However, without that too, you can work on your phone. Connect your phone to PC using the USB cable. The drivers will automatically gets installed on your PC and you can easily access phone memory using the windows explorer.
Adding Email Accounts: To add a new email account to your Lumia 620, tap on to settings and then choose email+accounts. Tap to add an account. You will get a list of services on which you can add. Click on the required service. For example, if you want to add gmail account,  tap to google, enter your gmail credentials and click next. Similarly you can add facebook, twitter, LinkedIn, Yahoo mail etc.
Update: The popula mobile game Temple Run is available for Nokia Lumia 620, Lumia 520 and Lumia 720 also.  This game now optimised to run on 512MB RAM. It is free to download. I have personally downloaded and played the game on Lumia 620. There is no issues or lags. If you are a Temple Run game lover, just download and enjoy.