Cliched but good writeup: Things to know before you shift completely to Linux

"Windows doesn't have the idea of multiple people being logged into the windowing environment at the same time, each getting desktops and being able to run programs."

That's not quite correct. Windows does have this capability; it's called Remote Desktop Services. The enabled features differ between desktop and server editions (as there is different licenses and purposes for each edition). But even the desktop edition allows multiple users running different applications at the same time in different windows and separate desktops, although only one user will be active on the keyboard and screen at a time. On the server editions, the distinct desktops are visible remotely.