One thing I haven't gotten used to on the Mac is controlling my urge to misuse Command+W. On Windows the Alt+W combination brings up the window menu and it's my habit to use it to see which windows I have open. I've lost count of the number of times I've managed to close my current window instead of getting the desired effect.
This seems to be the only windows habit of mine which is persistent and irritating. I've also noticed I am having occasional troubles copying & pasting on windows now when my fingers end up doing ALT+C and ALT+V. I guess this is actually a good sign :-)