One thing I've noticed with Windows switchers, in particular, is that it doesn't occur to them to either a) poke around the app, or b) look in the Help.
The very first things I do when I run into a new app are: look at all the menus, and look at the Preferences available. On the Mac, the applications are forbidden (not really, but it is considered horrible form and is only rarely encountered) to place actions solely in contextual menus. That means that *everything* you can do in an app *should* be visible in the menus. This isn't always the case, but it's usual enough that this simple run through gives you a pretty good idea of what all you can do with the app, and gives you the keystrokes for each shortcut.
Windows apps don't usually have this same level of discoverability, so there's not the reflex of looking through the menus as a learning process. Also, the Help system in most Windows apps is pretty poor, so again, it's not reflexive to just check it quickly before posting a question.