Find-file-at-point is an Emacs minor mode which allows files mentioned in one buffer to be visited in another. It is distributed with GnuEmacs (at least - what about xemacs?), and can be used for slightly wikilike notetaking or coding.
ffap hooks into the usual C-x C-f (find file) combination, prefilling the minibuffer with the filename at the insertion point. It also binds to a mouse combination.
C-h i m Emacs <Ret> g FFAP <Ret> for more.