It takes a while to unlearn old habits.
I must admit that the first time one of your dock icons goes " poof " it does catch people off guard until they realise that opening the application again from your
Applications Folder gives you the option to put it back any time you want and
"Keep In Dock " any application that you use on as regular basis.
It also helps to drag an alias of your Applications Folder to the right side of your dock for easier access and a few less clicks.
The other oddity that some users miss is that closing an application window does not actually quit the application, which is actually a benfeit if you forgot to save something before closing.
OSX puts YOU in control of what you do and once you learn where things
are supposed to go in your home folder, it's MUCH easier to keep track of all your data, photos, music, documents etc.
Your applications need to go to your Applications Folder.
I can't tell you how many people mistakenly leave their new Applications on their desktop rather than shortcutting from their dock.
Or they install to the main Hard Drive folder,
rather than to the Applications Folder within.
It's not HARD, it's just different in many good ways.