To not be crass towards those new to linux and trying to have some level of understanding concerning the mentality of windows users, here's a few points.

1: Linux is more stable and secure right out of the box!
If you install it without a hitch, yes, it will be more stable. If you configure stuff wrong, no it won't be more stable. As for security, BSD is the only one that's REALLY REALLY secure right out of the box. Security = 1 / convenience. However secure you want your box, expect to spend exponentially more time with it, monitoring logs, shutting down services not needed, port scanning your machine, nmapping your network to see where things go, etc etc. You get the drift.

2: But I didn't have to do this with Windows!
Yeah, you didn't. You just fall into the category of 'whipped MS-led sheep'. You also didn't question Windows dying every day, sucking up your memory, etc etc. Instead, it's one of those "These things just happen" or "Well that's windows for you".

Linux has one thing that MS will never ever get or comprehend: the ability to change anything you want. You want login to say "Welcome Master, how can I serve you today?", sure thing, just get the source to login, change it, compile it, move it into production, and booya, there you go. And that's just 1 of oh...thousands of things you can do. And it's free. And it's supported by a bunch of people who do it for free. Try getting anything other than netmeeting, IE, or WMP from MS for free.

To sum up UberC0der's message: RTFM (it's really that easy)
Use 'man', as mentioned. 'man man' will help you figure out how to use it, and from there, you can find anything out.

Last note: long live vi! Down with emacs! *flees from emacs lovers*