The best advice I can give you? Spend time checking out the mainstream Mac websites. They have AMAZING tips and tutorials about using your Mac effectively. Yes, Windows obviously has its own - but there are so many of them, that the good ones get lost in the noise. Far easier to get good/solid/useful advice on OSX on the web, imo.
You will quickly start getting used to the term "workflow", and how it can be done - and then never look back.
If you can, have a google, and consider purchasing some of the excellent ebooks about setting OSX up to suit your needs. Not strictly necessary, but glad I did.
Last tip - push through. OSX only feels inefficient for as long as your Windows habits are still manifesting themselves. Yes, it has some quirks, and yes - somethings(?) are done better on Windows - but generally speaking, as soon as you let go of the past, and jump in to OSX properly, everything changes!
Enjoy that trackpad. It is amazing. And good luck!