my main advice would be to get used to the toolbar at the top, it should automatically switch to whatever program as focus, and tells you what the program is on the right of the apple logo. If you need finder, just click on an empty space on the wallpaper, to switch to another program just click on a window of that program and the menu will change with it. You can alt and tab to programs like suggested perviously.
As for finder itself, a lot of people swears by spotlight or the 3rd party version quicksilver. just cmd + space, then start typing on what you want. Windows styles very much depends on the user, I tend to use mine in icons form as I tend to have lots windows open, I use the back arrow on the icons toolbar to navi back to the parent folder or cmd + left click on the name of the folder at the top to bring up a list of the folders that are parent to it. Enabling path bar will show you where you are but mac os works different due to alias, symbolic and hard links. But its very much like the windows address bar. A lot of old school people tend to use it in columns mode as that what it was like back in the days and it is more tidy. I just can't see the information quick enough.
Forget about your desktop icons, use your favs on your sidebar as if it was your desktop. So instead of dragging files from documents to the usb icon on your desktop, drag it to the icon on your side bar. This way you have less windows open, and don't need to move the windows about to see whats on your desktop.
Finder is a lot more customisable than people make it, applications and folders can be placed on to the toolbar for quicker access. Terminal is a must for me, as it allows me to open up terminal, with it being in the directory that I've opened it from.
When it comes to keyboard shortcuts; I'm the pits. I make an effort not to used them as I use multiple os'es during the day, a lot of which are remote'd in so the program that I use may change too and the mapping for the keys don't always work. So I get quite-rage or it does something that I didn't want it to do. Likewise when it comes to gestures, 3 finger tap is great when I'm actually in os x, but I'm normally remote'd into one machine, and not all apple hardware support it.
The best thing is to do what you need to do your own way, speed will come with experience, if there's something that's really bugging you and you think there must be a better way; look it up on google or youtube. OS X is more flexible (IMHO) than windows (esp windows 8), in the way you can navigate and preform tasks with finder.
I got my first ever Mac in early 2011 and after a month or two I was a pro 