Well, the look and feel of Mac OS X and Windows are quite different, with some minor similarities.
To be honest, it's quite difficult to describe...
The best thing would be to go to an Apple store, or any other store that sells Apple stuff, and try it. It may be confusing at the beginning, but you'll get used to it very fast.
Another major difference is that there is no such thing like a registry, or add/remove programs panel. Installing an application is in most cases just dragging and dropping them to the Application folder, that's all. And it's the same for uninstalling, just put the application into the trash, and that's it.
In fact, system and user space are strictly seperated in Mac OS X, it's not as easy to mess up the system as it is with Windows.
A major change would be the fact that antivirus software is just simply not necessary. There are nearly no viruses for Mac OS X, and those few that exist, need to be manually downloaded and executed, no selfspreading worms, self-executing spyware or malware whatsoever. The reasons for this are the small marketshare of Apple, which makes it uninteresting for virus developer. And also, as described above, the fact that the system isn't easy to mess up and that user interaction is needed to execute viruses.