Another standard feature that's missing in Opera is support for the Messaging Application Programming Interface (MAPI) in its built-in mail client.
With MAPI, you can use "Email this" features in programs like MS Office and OpenOffice to instruct the mail client to compose a new message and attach the document to it. You can also do the same from Windows Explorer for example by right-clicking on a file, going to "send to" and choosing "mail recipient" to attach that file.
This is a feature that many users rely on and is one reason why Opera's built-in mail client isn't sufficient for many users.
One workaround is to just compose a new message in Opera yourself, go find the file and attach it yourself. But, it's way faster to just use Thunderbird or Outlook for example as they support MAPI.
There is a workaround for Opera via MAPI4Opera for windows. But, even though it makes MAPI work in Opera, it's not free and it's pretty much a hack (pretty good one though) of trying to automate Opera's UI externally. It can also be a little buggy and has limitations.