> 'do this incredibly arcane commandline operation'
I have seen my fair share of this in the Windows world, too. Edit registry keys you never even heard of, use that (mostly undocumented) command invocation (I'm look at you, SharePoint!), edit that XML file that sits in a place where it does not even make sense...
On Linux (and other Unix systems), at least you have man pages, on Windows I cannot recall a single instance where the builtin help system has actually helped me. I mean, even MS-freaking-DOS had a reasonably useful builtin help.
With Linux, at least it gets better once you get the hang of it. Microsoft's sorry excuse for documentation is (mostly) a joke. (The exception are developer tools - the documentation on T-SQL and the .Net framework classes is fairly good, even though it's such a mess that it's easier to Google for specific entries than using the TOC or the builtin search... once I find what I was looking for, I do usually find a helpful answer to my question.)
(To be fair, when I first started using Linux, I found it incredibly strange, complicated, confusing and intimidating; within the first six months of using Linux, I was this close to literally throwing my PC out the window on no less than three occasions. So I know the frustration you speak of.)