Provide a link to return to the SharePoint library the file was opened from.
When opened from a SharePoint library users don't know how to get back to the library. Sure, the back button works but a bit of navigation is nice.
James Ward commented
+1 for Kris's comment, when opening links to files in e-mails the back button won't help you and the URL doesn't contain the folder path.
Kris Redding commented
Often, I am sent a link to an online document and can only open the file directly with no means of navigating to the folder where the file is located. In this case, you can't even use the back button as Jeff indicates.