Actually I spend my day jumping between OS X, Win2K, Linux and Solaris. It's a wonder I can keep my own name straight.
The Applications folder is on the root of the disk (or partition, hereafter referred to as /) where you installed OS X.
User home directories are under /Users (note the capitalization)
Utilities are usually found in /Applications/Utilities
You can drag application icons to your Dock and create a custom launcher.
Folders can also be dragged to the Dock. If you right-click (or Ctrl-leftclick) on the folder icon in the Dock, you'll get a hierarchical menu of the folder's contents.
Applications go on the left hand side of the Dock, folders and documents on the right hand side.
There isn't really a Start menu per se, but as you can see above, you can roll your own.
It takes some getting used to but once you get there, you can work quite effectively.
You may also want to launch System Preferences (in the Dock by default or accessible from the Finder menu) and poke around with the options.
If you want to set an app to launch at login, use the Login Items preference pane in System Preferences.
If you have an application with multiple windows open, you can access individual windows by right-clicking (or Ctrl-leftclicking or just left-click and hold) and select the window by name.
Hope this clears some things up. Please keep reminding me when I make too many assumptions.