I removed the F1 from a keyboard so that I don't misfire when going for F2, resulting in the dreaded 'Help' window that you have to use a mouse to click out of.
Ctrl+Space, C used to work for closing the Help window until recent versions. Unfortunately that doesn’t work anymore, the only solution is to use a VBA macro bound to a keyboard shortcut. At least in return the keyboard focus now remains in Excel instead of switching to the Help dialog.