Ctrl+K+B will reveal the 'Side bar', with open file information. It is really worth using projects, they are really simple and provides for easy folder/project/file switching.
I also strongly reccomend going to preferences>Key Bindings - Default through the menus, and looking at all the functionality and keyboard shortcuts. Also 'preferences>Settings - Defualt`, shows you all of the configurable options (there are a lot). These are basically 'must dos' for getting full goodness out of Sublime.