There was a mishap where CTRL+W was pressed on a long document that wasn't saved yet, and all of that unsaved work was gone. Is there a way to disable MS Word 2010's file close short cut?
Yes, but realise it's only for your computer. If you move computers, the keyboard shortcut will still exist.
If you want to see the name of a command that's mapped to a keyboard shortcut, you can type the shortcut in the Press new shortcut key box and it will tell you the name of the command that uses that shortcut. For example, press Ctrl+N and it will say "Currently assigned to: FileNewDefault".