I also recently just got my first Mac. Aside from the obvious greater simplicity of OSX when compared to Windows, my favorite features are using the multi-touch features of the touch pad (There is an app out there to customize this and I highly recommend for you to get it).
Scrolling down with 2 fingers, using 3 fingers to quickly get to the top and bottom of pages, using 4 to go to Expose and quickly switch to another program. All this is so intuitive and quickly becomes second nature. It's so helpful for a person like me who primarily uses a computer for Itunes and the web to browse forums.