That's funny that you ask that, because that was the first thing I did when I got my MB. I'm a first-time mac user too, but my thought process was "Hmm, here's a picture of the HD! ::double click:: Aha, Photobooth is probably an Application! Oh there it is!"
I don't really think they're different enough from a PC for most of these things to be hard to figure out, but I also grew up in a house with a computer that the parents were afraid to touch, so I had to figure everything out on my own anyway. I'm not really afraid to click things because I know it's all fixable (thus my thread a few days ago where I basically just tried every combination of Fkeys and control/apple, etc)