TL;DR then scroll down, genius
This question is set in a planet with a human population, about the size of Earth with earth-like formations, that has appropriate lifeforms to the conditions following. The planet has multiple continents, but one continent is about the size of Asia and Africa combined (pretty big), and on this particular continent, there is a lake about the size of Australia (pretty damn massive).
These humans are advanced to about a 19th century degree, so we aren't looking at motors, nor electricity.
The lake isn't connected to any oceans, but there are plenty of convenient fresh water rivers that run through the continent, so plant, animal and human life isn't hindered by such a lake. Because of its size, rain doesn't accumulate directly on top of it, and it is mostly in an arid area, so we don't have to worry about water accumulating on top. You know what? Don't even think about weather at all.
The lake, as per the question, is made of a metal-like substance. This is similar to mercury, in which in remains a liquid in common temperatures (it would 'freeze over' in some areas during the winter months like typical water lakes would), and it is incredibly dense, although not as much as mercury.
This metal is not dangerous chemically, but it obviously poses the threat of drowning, if you get stuck somehow (although humans can comfortably stand on it for a few seconds, so anyone who drowns... deserves to drown). It doesn't let off any dangerous fumes, and is a pretty useless substance but stands in the way indefinitely.
This is because, to my consideration, it would be considerably difficult to cross such a lake... with conventional methods. I found this, which doesn't really offer any insight, apart from a comedic view.
Keep in mind that I am looking for how one might sail, or whatever floats your boat (on a mercury-like lake, mind you), on a mercury-like lake. I don't want any flying, and simply walking across it with camels is not an option. You'd sink. It's not as dense as mercury. And even if you could keep up the speed, where would you sleep?
I'm expecting physics-based boats that are designed to go on long trips across this liquid. I would prefer for it to be powered by nature, or mechanically powered, but any vessel that matches the human's technology advancements is a step in the right direction.
And for the lazy people who didn't read all that: