First, go to Apple's website and look for the "Find out how" videos (http://www.apple.com/findouthow/mac/). They're a good way to transition over, especially if you have a fair background in Windows. Also, if you have external storage (flash drives, USB, etc.) you need to have a look at what format you want them in. If you're just using them with OS X, leave them HFS+. If you're using them with OS X and Windows, you can either download third party software to let you use NTFS or HFS+ on both machines (which has some reliability issues) or you can format as FAT32 which lets you read and write from both OS's easily but has a max file size of 4GB or so.
As a bunch of the people in here have said though, not much tweaking is required. I practice DJing with 15 tabs open in firefox, my wireless card on, outlook and 6 or 7 other programs running as well as Ableton for recording... And the mac handles it fine. On my Windows laptop if I even had my wireless card running it could cause audio dropout issues. Welcome to Lazy Island. We're glad to have you.
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