Maybe helpful info:

With dialog boxes on OS X you tap Return to use the highlighted option and Esc to select Cancel. (Notice how the keys' left-right position on the keyboard matches the dialog?)

For the common "Don't Save | Cancel | Save..." dialog you can type Command-D to choose Don't Save.

To get to the menu bar type Ctrl-F2.

I think OS X definitely directs you toward using the mouse, but I've found that keyboard shortcuts do exist for most everything.