I wouldn't feel so silly -- I think that finding where stuff goes/is kept in OS X is a real leap from OS 9.
If you're going to want to explore OS X, you might consider getting David Pogue's OS X: The Missing Manual -- it's great to have when (a) something goes wrong or (b) you realize that something is not quite right.
And if you've switched, well, I remember when I first switched (to a PowerBook 180c -- cutting edge w/14MB RAM -- yeah!), I spent an entire afternoon trying to figure out where the menu or dialogue box was that let me change the name of a saved document on my desktop.
Eventually, I gave up and was going to open-save as-delete, but my double click landed only once on the doc name -- *Eureka* -- I want to change the name, so I...click...on...the...name...I see. How counter intuitive!