If you don't know what symbols you're looking for, but do know what packages you want to search, you can drastically reduce the amount of searching you have to do by only listing the symbols from those specific packages:

(defun get-all-symbols (&optional package)
  (let ((lst ())
        (package (find-package package)))
    (do-all-symbols (s lst)
      (when (fboundp s)
        (if package
            (when (eql (symbol-package s) package)
              (push s lst))
            (push s lst))))
    lst))

(get-all-symbols 'sb-thread) ; returns all the symbols in the SB-THREAD package

The line (get-all-symbols 'sb-thread) does just that.

If you have an idea about what type of symbols you're looking for, and want to take a guess at their names, you can do this

(apropos-list "mapc-") ; returns (SB-KERNEL:MAPC-MEMBER-TYPE-MEMBERS SB-PROFILE::MAPC-ON-NAMED-FUNS)
(apropos-list "map" 'cl) ; returns (MAP MAP-INTO MAPC MAPCAN MAPCAR MAPCON MAPHASH MAPL MAPLIST)

(apropos-list) returns all symbols whose name contains the string you pass in, and takes an optional package to search.

As far as figuring out what all those symbols do, well, try this: http://www.psg.com/~dlamkins/sl/chapter10.html