The Dictionary
With so many different dictionary options out there, this video offers good advice in finding one that fits your personal needs. Though this video only addresses print dictionaries, the same principles apply to online dictionaries, as well.
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The Thesaurus
Unlike a dictionary, a thesaurus will not provide a definition of the word you look up. Instead, it offers a collection of synonyms–words with similar meanings. It may also offer a list of antonyms–words with opposite meanings.
Sometimes reading a dictionary definition for a word only gets us partial understanding of a word, especially if we encounter it used in a new way in our reading. Checking a thesaurus for that word will help us develop a broader sense of how the word might be applied in this particular situation.