I'm guessing you have changed very recently from Windows to a new Mac - is that correct? You are describing characteristics of windows when used in a MS Windows system, which is a major difference on OS X.
f3 will show all of your open windows (regardless of the app that uses those windows), but just for one screen (one space)
In your example of Word, each window is a separate document. There's no particular reason to keep blank documents open, as you can always select New, under the File menu in Word, which creates a new document for you to use as you need it.
If you open a new Word document, it appears in a new blank document window, and not replacing one that you already have open.
But again, there's no reason to keep several blank documents open.
One difference that may be throwing you off, is that Word is designed to be used in a multi-window setup. Each document, including new blank documents, that you have in use are in separate windows, and are all linked to the Word app. You can easily see what windows you have from the Windows menu in Word. Other apps, such as iTunes, are, by the intended use, a single window design. That is, you would only expect to have one single window with iTunes running.
