No, I'm not bluffing. I really can't figure this out.
I went to
File -> Open, and then selected a directory rather than a file. As expected, a directory tree opened on the left side of my document. Hooray! I can easily view the files' structure in my Rails project. So, I make a few changes in a file, and then I click on a different file in the directory tree.
TextWrangler then asks me whether I want to save my changes. Huh? I say "No", and the new document doesn't open at all. Great. I try hitting Command+N (new document). A new window opens. Ughhhh. How the heck do I open documents in a new tab?
Note: I have set the "New & opened documents" behavior to "Open in the front window". This does not change the behavior described (i.e. when a directory is opened rather than a single file).