To go to the function / procedure, I use Control + Click and Delphi will take me there (on a good day).
Is there a quick way to do this without using a mouse?
Yes, this functionality does have access to the keyboard: ALT + ↑.
These keyboard shortcuts are documented: http://docwiki.embarcadero.com/RADStudio/en/Default_Keyboard_Shortcuts
In addition to David's answer, a fairly complete list of Delphi keys and key combinations can be found here: DelphiEditorKeyTable.pdf (compiled from Carey Jensen and Brian Long)