Welcome to the fold. There are several things I recommend doing to start for a Windows user.
1) Open your web browser of choice and go to Preferences and set up your home page to the page of your choice (may I recommend Google.com).
2) In said Preferences, set your download folder where you want it. For a total beginner, the easiest is the desktop. Keep in mind that your desktop will get very cluttered if you don't maintain it by moving files to other folders as you need (to Applications, or Games, or Music, or whatever folder you want to make).
3) When you download files on a Mac, they will generally fall into two categories. First are disk images, or .dmg files. When you download these files: double click the .dmg file, which creates a "virtual" hard disk on the desktop which will contain your uncompressed files. Then, either drag the application to an existing folder which matches the category of file that you have downloaded, or (better option) FIRST create a new folder in the folder that matches the category, then drag ALL files in the "virtual" hard disk to the new folder. [STEP BY STEP EXAMPLE: you download a game file called "chess." If your download folder is the desktop, a file called "chess.dmg" shows up on your desktop. Double click this file, which opens a "virtual" hard disk called "chess." The virtual hard disk will have a white icon which looks like an external hard drive. The file "chess" will generally open in a window automatically. If it doesn't, double click the white icon. Now, while still in the Finder, create a new window (File->New Finder Window). In this new window, navigate to the folder you want. In our case, let's assume you want a new folder in your main hard drive called "Games." In the left of your new window, you will see a list of your available hard drives (you may only have one). Click once on it's icon. A list of folders in that hard drive will show up (you may see them in icon view, list view, or columns view. I prefer list view.) Create a new folder now by going up to File->New Folder, then name it "Games." The new folder will automatically come up ready to be named--just start typing. Now double click the folder "games." In the now open "games" folder, again create a new folder and name it "chess." Now, with the "games" window still open, and containing the folder "chess," move the mouse over to the still open window of the "virtual" hard drive called "chess." Click anywhere in the window to make it the active window. (You may need to resize, or move, one or both windows so you can see them both.) Now, click and hold the mouse button just to the upper left of the top left-most icon and sweep to the right and down, selecting all the files in the window. Let go of the mouse. (A quicker way to do the last step is to simply hold the Command (Apple icon on it) key, then hit the "A" button to "Select All.") Once all files are selected, move your mouse over ANY of the selected icons and drag them to the newly made folder "chess." Drag them directly over the icon and it will darken. When this happens, let go of the mouse. It will now copy the files from the "virtual" hard drive called "chess" to the newly created folder called "chess." At this point you have fully installed the program "chess," and the file you downloaded is no longer needed. To eject the virtual hard drive, drag the white icon to the trash. It will disappear. You may now drag the "chess.dmg" file to the trash as well. (Some people save all such files in a folder they make, with a name like "Installers" for example--I save some, but not all--it depends on whether you think the file will be unavailable later, or if you have a huge hard drive that can spare the space.)END OF EXAMPLE. The other type of file you may encounter is a compressed file. You will likely find one of three types for Macs. Most common=.hqx or BinHex files. Also found are .sit or stuffit compressed files. A third, less common type on Macs are .zip files. In all three cases, Stuffit Expander can decompress them and open them. You simply need to double click the files and Stuffit Expander will automatically do the work (that is IF you have Stuffit Expander on your computer--if you don't, download the package "Stuffit Standard" from here:
http://www.stuffit.com/mac/expander/index.html) How do you know if you have Stuffit? Open Applications in your boot drive, then open Utilities. You will see a folder called "Stuffit Standard" if it is on your computer.
Once you double click the .hqx, .sit, or .zip files, and they decompress and open, a new file or folder will be created in the same folder or location where the compresses files are located, containing the uncompressed file or folder (which folder will have all the uncompressed files of a specific program together). Once you have this uncompressed file or folder, you no longer need the .hqx, .sit, or .zip file, and you drag it to the trash. You may (again) want to save them in case your program were to become corrupted and you wanted to reinstall a fresh copy of the program (note: this has NEVER been an issue for me since I've been running OS X. I had a few corruption problems in OS 9, but even then they were extremely rare.)
4) As far as I'm concerned, you must get control over that pesky Dock. For me, that means going to System Preferences (it is an icon on the dock), then to Dock, then check the box "Automatically hide and show the Dock." I would also make the icons as small as I could stand them so that I could reclaim more of my screen real estate.
5) There are several programs I cannot do without.
First=MouseZoom. Go here to get it:
http://homepage.mac.com/bhines/mousezoom.html. This is a wonderful program which allows you to speed up your mouse tracking to ridiculously fast speeds, which really helps with the feeling of having a zippy computer. Follow the installation instructions carefully.
Second=ASM, a program which mimics OS 9's application switching menu (which means the ability to put your mouse in the upper right part of the menu bar to switch between active applications--for a long time Mac user, it is a very desirable thing to have. Yes, you can use the dock to switch, or click on any program's window to switch, or use keyboard shortcuts to switch, but for many (like me), there is nothing like the comfort of that application menu to switch between apps. You can find it here:
http://www.vercruesse.de/software. Another KEY feature for me is its ability to have "single application mode," which means that if you select an application from the application menu, all other application's windows will disappear. This can come in very handy at times (but can also mess up dragging and dropping between programs until you switch it back).
Third=WindowShadeX, an indispensible app for controlling windows. You may find it here:
http://www.unsanity.com/haxies/wsx.
Fourth=APE manager, found here:
http://www.unsanity.com/haxies/ape. Read about it on that page.
Fifth=Onyx. This program quickly and easily takes care of your most important maintenance chores (repairing permissions, etc.) Open this program and run the repair permissions every month or so and you will be very happy you did. Find it here:
http://www.boostware.com/os/mac/onyx.html. [Also check out their programs Cache Control X and Moo X, both good stuff][Also, many programs do what Onyx does, so try more than one if you like. Another one is System Optimizer X found at
http://www.mkd.cc/sox.]
Sixth=BroadbandOptimizer, a nifty little program which will improve internet performance if you have a broadband connection. Find it here:
http://www.enigmarelle.com/sw/BroadbandOptimizer.
Enough for now to give you a start.
Some good advice can be found here:
http://8help.osu.edu/1821.html.
Also, this page is HUGELY helpful for many, many Mac issues. BOOKMARK IT.:
http://8help.osu.edu/cat_macos.html
This page can help with specific issues you may want to explore, but I recommend getting used to the Mac first:
http://www.osxfaq.com/DailyTips.
Also, consider a good mac book from the bookstore. Go to the computer section and look for "The Missing OS X Manual" or any other comprehensive book in the same section. There are vital things in those books that you will be many weeks and years in the finding without the books.
Lastly, my favorite Mac software site is
http://www.macupdate.com. Go crazy there searching for everything you might want or need by searching by category (see the pulldown menu on the opening page), then by subcategory. You will find LOTS of useful and fun programs here.
Lastly, part II: get used to the basic keyboard commands of save, copy, and paste as a start (Command-S, Command-C, and Command-V). Move soon to learn Open (Command-O), Close (Command-W), and New Window (Command-N). These are good for a basic start at speeding up your user experience.