Getting started with OS X when having nothing but a Windows background

Hey there, I'm going to make the switch to OS X when the MBA 2011 is released.

However, I have no experience with OS X at all. - I have grown up with Windows and have used nothing but that except some version of Linux when my computer broke down a couple of years ago.

So, what should I look for? What file formats are there, what do they do?
What is the equivalent of an .exe file in OS X and is there any compatibility issues or something else I should be aware of?

What sort of applications would you suggest I'd use when using it for school only, perhaps a bit (or a lot) of programming once I get to that chapter of my education/life? - I'm thinking of software that could improve my productivity?

Also in-built functions, probably mostly these, that exist in OS X.

Any help that could help my transition would be greatly appreciated !

-I heard something about spaces and stuff, don't really know what it is, but that's the thing I'm talking about !

 

Thank you very much

 

However, with me not being fully satisfied with that mroogle-thingy I'd like to hear from others.

- What do you guys do to bump up your productivity?
- You got any hints for what I could research up on? (Like spaces and whatnot)
- Got any 3rd party software advice, that you find is really useful?