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After 20 years of using Windows computers, I bought a MACbook and started my experience in this brave new world.
For other people thinking to make this jump, I am warning them with my findings.

Timemachine.
The backup program of mac os x.
You start timemachine, plug an external USB hard disk. Timemachine will ask you to format it and use it as your backups destination disk.
When ever in the future you plug in again that USB disk, a backup procedure automatically begins. Very convenient. I haven't tried to restore though, up to now to see if it actually works.
You also have to define the "exclude" folders, so you do not create huge backups of file you don't care about.

Multitouch.
Scrolling pages with two fingers.

Application packages.
Having the whole application packaged in a single "file". Uninstalling is done by simply draging the application to the trash bin.
Avoids all the microsoft mesh with common files, dlls, and spreading the files of one applications in 100 different folders.
Well done MAC team !

Good for show-off.
If you are of those persons that like to show-off, Mac can help you in that.

Price
The macbook price is about the double of a windows laptop with the same characteristics.

Missing important keyboard keys (on MacBook)
There are no DELETE, Page Up, Page Down, Home, End
keys on the keyboard.
Example: If the cursor is in the middle of a sentence and you want to delete all the characters in this line, up to the cursor.

On windows:
CTRL+Home, Del
On MAC:
CTRL+SHIFT+LeftArrow, CTRL+Backspace

You see, on MAC you will need 3 fingers. This gets even more complicated in you are a professional editor and you write quickly.

Information on mouse over
On windows when you hover the mouse over a folder, a tip shows the total size of the folder and other useful information.

On MAC, you see nothing.
You have to select the folder, press CTRL+i and then a new window opens. That window still does not say the total size of the folder.
You also have to close the window, to arrive to where you where.
(On windows you achieve all these by parking the mouse over the folder.)

Folder tree view is missing
In windows explorer, you see the folder structure, even with many levels of subfolders on the left pane.
I could not find a similar view on MAC. On MAC you get the feeling the operating system thinks you are dump and you could not handle all this information.

Many settings dialogs do not have a Cancel button
Example: System preferences -> Network -> edit locations
If you start to edit and after a few changes you want to cancel what you did, you have only the "Done" button. No way to undo a mistake, or undo your changes if you are not sure about them.

Preinstalled Safari
Safari internet browser comes preinstalled with OS X, but is still not as good as Firefox. For example it cannot print only the selected text from a page (v5.0.1). It neither has the rich collection of add-ins as Firefox has.
Even if you install firefox so that you do not use Safari, it will still bother you with the automatic downloading of its security updates, that take up space and increase the size of the backups).