Not a hidden feature - but what confuses some of my family members is that if they install an app in OS X, they click on a downloaded dmg (or it auto-opens), and they get this Finder window opening, without "Applications" visible.

Initially they just ran the application like this, as if it was installed.

However, I've explained that it needs to be moved to "Applications". This is difficult, seeing that if one clicks on Finder again, it doesn't bring up a new window.

I tell them to do File->New Finder Window, but I wish there was a more elegant solution to this.