Well for starters be ready to accept a lot of bad advice. People generally give the same Windows advice to Mac users which is really infuriating as it doesn't exactly work.
- Set up a time machine backup ASAP. It's really convenient, I was up and running very quickly after installing Snow Leopard with the use of my Time Machine backup.
- Install
Quicksilver if using Spotlight to search/launch applications isn't enough for you.
I really have no other suggestions, the biggest issue seems to be adjusting to new keyboard shortcuts and such. I also hope you weren't coming from a fast gaming computer. Java runs slower on OS X than it does on Windows, for most users it's not an issue but if you have a PC designed for gaming you sure notice it

Also if you want my screenshot script which I invoke by Quicksilver, tell me and I'll attach it

PS: If you need any help post in troubleshooting and I'm sure one of our 4 Mac users (myself, Alex 43, Warren, and Frostybow) will help you out.