Here's a list of misc stuff, more directed to confused Windows users.
A very basic Linux introduction for Windows users.
On Linux everything is a file. On Windows you are used to when opening the file explorer, to see the root as the partitions. And go from there. In Linux not so. Partitions are part of the main directory structure. But that directory structure is always the same. This can lead to some confusion, but you know *shrugs*. On Windows you got random file locations on different machines with different disks/partitions. Not so on Linux. You'll find the stuff where you expect to find it, and then have to figure out where it is physically. On Windows, a file's logical location is more random and a file's physical location more evident.
On Linux .exe doesn't mean anything. Executable is a property a file can have. Any file can be executable. The system you have (xfce, lxde, gnome) tries to guess what the file is based on the extension. But being executable is not related to the extension.
Easiest way to find cool Linux software to try out is to Google of course. But the fun way is to use Synaptic! Search it and be amazed.
How to install stuff without using the Software Center/Synaptic
To install stuff via command line is sometimes the easiest sudo apt-get install something
You can use the tab key to figure out the name of what you want to install. If you want to install something from the web, download the .deb file and install it with sudo dpkg -i file.deb
If installation involves running a file you have to go to it's location and do ./filename
But sometimes the file is not executable, so you have to do chmod +x filename first.
How to play windows games and run windows applications on Linux
Easiest way to install and run windows stuff is an app called playonlinux. It supports loads of stuff. Install like any other app and check out the website for the supported stuff. The way it works: it makes a virtual disk with libraries to run your windows app in it, and it runs the windows installer inside that. It also has a way to install additional windows stuff inside, kinda like the way synaptic works. So you can install stuff like .net framework, directx, etc. If your app doesn't run you usually install some of that stuff and it starts running.
For example, there was a windows game I couldn't play online and all I did was install directplay in it's virtual drive, and then it started allowing online play :)
If you come from windows and have another question or something that confused you, post it on the comments, and I'll add it here!