the biggest issue you are going to have is navigating in the finder and understanding that just because all of the windows of a program are closed doesn't mean the program itself is closed.
+1
I'd also like to add the shared menu bar takes some getting used to. All apps use the Mac's menu bar at the top. The menu options change as you change the app that has window focus.
The app dock, at the bottom by default, took some getting used to in that now I only keep daily items docked there, instead of trying to turn it into a Start Menu.
The purpose of the Finder window also took some getting used to. It's not just an Explorer/My Computer window to browse files and folders, but it is also a way to get to your apps to launch them.
Even better than the Finder for launching apps is the Cmd + Spacebar shortcut to start a Spotlight search. I just type the app name and hit enter to run a program not in my app dock. Spotlight needs to index your computer first, so this might not be available the first day you have your Mac.
Give it a few days and you'll be well adjusted. After which, if you find yourself back on a PC, for work or whatever, you'll be doing things that work on your Mac just to realize you're on a PC and will wish it were a Mac. I know I do every Monday - Friday.