One of the things I find quite difficult to mentally adapt to when switching is the behaviour of the Enter key, since in Windows it is open, and in OS X it is rename (which I find much more useful, since you can command-down arrow to open which is used for folder navigation with command-up for opening the parent folder).
There are a bunch of little-advertised command key shortcuts for Home, PgUp, etc too, so you figure out a way to make it work pretty quickly (some work inconsistently though, I tend to mainly use the word/line based stuff rather than page/document). See http://ss64.com/osx/syntax-keyboard.html .