Grab an armload of patience, because you're about to enter a different world. It's a little different so it can be a little difficult at first if you've been a long time Windows user. If you're an old fart that's comfortable with batch files you've got a leg up imho.
I'll take a shot at a thumbnail sketch just for kicks...
Security, in Windows normally you will run as an administrator. Having full permission to read, execute, delete, whatever, anything on the hard drive. That's one reason virii can be so destructive. Also all the interoperability provided by Windows, Windows scripting, Visual Basic for applications, many tools that are on pretty much any Windows machine make them an easy target.
Linux on the other hand is inherently more secure for several reasons.
1. You don't normally run with administrative rights, that's considered a bad thing for several reasons. You can really screw things up if you don't have a clue. Running as a user protects you from your self, as well as nasties from the internet. All you have access to destroy is your home directory.
2. There is no truly standard Linux setup, there are a lot of similarities but you can't really count on a particular tool being available other than the basic command line programming, which is quite a bit more capable than in Windows. The interoperability just isn't there on the scale of windows.
The file systems are noticibly different. There are no 'drive letters' in Linux, rather you mount a device with a file system. There's a very good newbie description of the Linux file system, and a basic description of devices here
Hit the web and do a little searching, and read, read, read. You'll be off to a better start if you do. It's not actually difficult, just a tad different. There's a ton of documentation in the default Linux install, but some of the 'man pages' seem to be written in greek at first. Your basic Newbie documentation is usually included as well, but that usually only gives you enough to 'get by'.
If you put some effort into it, you'll probably love it. But if you just expect to dive in and swim, it's a little rocky at first. Keep after it, it's worth it...