So can't we.
While being used to a windows environment, it's really awkward to get used to how a Mac actually gets things done.
Minimizing the window on double clicking the titlebar, programs which are still running though you (thought you) quit them, and where the heck is the friggin' menubar.
Here, however, are some helpful articles to ease the introduction to your brand new Mac.
Top 30 mistakes made by new Mac users
It applied to me for two thirds of the issues 
10 things every new Mac user should know
Good to know...
10 Applications every new Mac user should download
I havent actually tested those, since i try to use the Mac as little as possible. (But who wants WMP on a Mac anyways?)
Official list of Mac OS X Keyboard shortcuts
For those who are hardcore keyboard shortcuts users or just get confused about how they completely do things differend.
Good luck, you really might need it.