let us continue this discussion in chat

Is cycles not a part of blender? I choose the tool that does the job and I expected blender to be a good candidate to do a movie of diffusing spheres through a focal volume.

The point is not, that they need to be "little" spheres. They only have to be so small that they can "diffuse" through the ray of light.

I saw particle systems and did not try. So I may give it a try. Right now I experiment with transparency and do not get transparent effects. I add a bit more to the question...

It is fine for me. If this is a pitfall for everyone, one could change the tutorial! For me this feature is a nice thing - to be able to easily add several 3D Views is a good thing.

Now I understand - no bug - a feature. One can have multiple 3D Views. If I change the standard Info Window at the top into a 3D View, there is a second 3D View window. Because there is no more place at the top of the whole GUI, the view itself is hidden.