Exploring the Help tool
In addition to the help provided by the Microsoft MSDN site, there's also a Help tool that's installed along with your Dynamics NAV client. To access the Help tool, click on the question mark icon in the upper-right corner of the Dynamics NAV 2013 client.

This will display the built-in Help window that comes with your Dynamics NAV 2013 installation, as shown in the following screenshot:

The difference between this Help and the online MSDN Help is that the application Help includes Help for the specific functions within the application. In other words, there is a detailed explanation of what each module (or departments, as Dynamics NAV calls them) does. The built-in Help does a better job of explaining the functionalities than the online site, which is mainly for technical resources.
For technical resources, it's really based on preference. Both do a good job of explaining technical topics. It would make sense to use the online site because contents may be added, updated...