How can someone coming from Windows learn Mac OS X file system and Finder?
In windows you got:


Desktop, and
My Documents


On OS X:


You got $HOME folder ( represented as ~ which also comes from OSX's unix heritage) . Here is the usual and expected place for user files. Your Documents, Music, Downloads as well as the Desktop folders all live in your home folder. 


So, everything, what is YOURS put into $HOME folder somewhere. Make your own hierarchy if the default one is unpleasant or unuseful. 


Music, Movies, Pictures are - as in windows
Public - your own Shared folder
Documents - for your documents
of course, you can make any number of sub-folders in your HOME.


Applications belong in /Applications or ~/Applications folder. You can put them in the another place too and OSX will find and run applications no matter where they are stored. You can make hierarchy here too, as I told once in my older post.

One more thing - Fonts, you can put fonts into $HOME/Library/Fonts, or into /Library/Fonts (for all users)

For the start, this is enough. Don't touch other folders yet (you don't need). If something needs to be used by multiple users on the same Mac, generally store it in /Users/Shared or change the permissions in the alternate place you store them. 

for the common unix standard: http://en.wikipedia.org/wiki/Filesystem_Hierarchy_Standard