SPLINES
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Also with a closed spline you can set the 1st vert to any vert using the Make First tool in the spline menu. On an open spline the first vert will always be on an open edge, so if you can’t move the first vert, there is a chance its on an open end. You can also place a poly creating modifier (edit poly, shell, extrude, etc) on top of the splines stack and if nothing shows up, its open and you need to close it. If you have a spline that just refuses to convert to polys select all of the points and weld with a relatively low threshold. 99.9% of the time this solves the open geometry issue.
Smooth/Corner
Notice the difference when creating a spline if you simply click a point, you get a sharp corner. If you click drag a point you get a smooth point with bezier handles. You can change the behavior of the verts at any time by selecting them, right clicking the viewport and select one of the options in the upper left. I normally stick to making corner and smooth and leave the bezier options alone for the simple fact that working with bezier curve handles in 3D space is one reason splines get a bad reputation. If you really want to dig into bezier handle editing the 3ds Max help file has some useful info on helping to manipulate the handles along the different axes. I find smooth and corner get the job done in half the time, with a lot less frustration and less interaction with wonky tools like the axis constraints.
Note: You can also increase and decrease how smooth a smooth vert will be by adjusting the interpolation steps. Setting it to 0 will not add extra loops. I almost always select all of the verts and set them to smooth and use Refine in the spline menu to place control verts/edges close to each other, much in the same way you would do it when working with sub-d.
Shell and Extrude
Drop an extrude or shell modifier on top of your stack and go back down the stack and edit the spline in vertex mode, be sure to turn on “show end result” in the modifier stack.
VERTEX