1) CDs
when you put a disc in, it will appear on the desktop. to eject it drop it in the trash, or press the little eject button next to it in the finder, if you have an apple keyboard press the eject key found at the top right.
If a disk is stuck in the drive and you cant get it out, reboot the mac holding down the mouse button.
2) applications that you download.
The icon that you double click in most cases is the program in it's entirety. It can be run from anywhere, like from the .dmg file that it came in. To "install" the application simply drag and drop it into the applications folder in your hard disk. likewise to un-install it drag it out of there and drop it into the trash.
3) macs are computers too!
there is an illusion that macs are some kind of super-invention, beamed to us from the perfect dimension to show us how people work on the other side of the galaxy where there are no such things as war, disease, hunger, microsoft etc. etc. They aren't... They are PCs too. keep that in the back of your mind. If you fill the hard disk to 99% capacity and wonder why it grinds to a halt, its because you filled the hard disk to 99% capacity. If you have 15 applications open at the same time when you have only 256Mb of ram, and wonder why its being sluggish... you get my drift.
4) there is no ctrl-alt-del
so what do you do when the program you are using freezes? (it does happen sometimes) You press apple-alt-esc, thats what!
5) there is no right mouse button
(unless you plug in a two button mouse) but there is ctrl-click. does the same thing.
6) The dock and the finder are yours, not apples: part 1
Dock
The dock has lots of icons when you first start using your mac. only two of them are fixed and cannot be changed/removed. the trash at the very right, and the finder at the very left. I recommend removing all the icons in between, going to the applications folder and running programs from there. then pick the ones that you actually use and put those ones in your dock. You can position them in any order you like by dragging them around.
7) The dock and the finder are yours, not apples: part 2
Finder
The finder has a sidebar thing at the left with things like desktop, applications, documents, movies... like the dock icons, drag and drop these out and replace them with links to places where you actually go to look for / save things. Try making a folder in your home drive called downloads, then drag that folder into the finder sidebar! if you have no need for an icon called desktop (try hitting F11 key to see why) you can get rid of it. This isn't limited to just folders, you can put programs in too. for example put VideoLan player in there, drop any media file onto it and it will open and play it! drag and drop a printer there and you can print a file without having to open the application first.
8) You can colour in files.
This is something you can't do in windows, ctrl-click any file, and chose a colour label. you can define the colours you want to appear. you can define what the descriptions of the colours are.
Why would anyone ever want to do this? well start colouring all you favourite programs in your applications folder green, then colour all your documents that your are currently working on at the moment in red. Give it a week to get used to doing this and then come back and ask what the use is.