One thing that I do frequently on OSX is hide applications. You can do this easily from the keyboard, with command-h. To get a visual reminder from the dock about which applications you have running, but are hidden enter the following into the command prompt:
defaults write com.apple.Dock showhidden -bool YES
and follow that up by restarting the dock:
killall Dock
That will restart your dock, and when it does, hidden programs will have transparent icons in the dock! Neat!
Macs can read most thumbdrives fine. FAT32, which is what ships on most thumbdrives, is read natively. Occasionally, however, you may find occasion to want to read and write NTFS formatted drives. I know that I had that situation when I had saved a backup of an older computer to an external drive, then reformatted the computer. When I plugged the drive into my Mac to retrieve the files, I found that it was formatted NTFS! Dang!
This is what you need to do; it is actually quite simple. Download MacFUSE and install it. It installs as a preference pane. Then grab Tuxera NTFS and install that. It is technically experimental, but it gave me no problems whatsoever. Good luck on your journey from Windows into happiness (OSX).