I disagree. I've been using Windows exclusively for a year now, and there are three things in particular that still drive me absolutely up the wall.
One of them is that I keep constantly trying to paste the primary selection before remembering that it doesn't exist. I don't think there's been a single day when I've not wished for that behaviour (there are programs that attempt to implement it, but it seems it's not really possible to to correctly).
(The other two are both related to window management; the design that has windows performing their own window management is, to put it politely, completely brain damaged.)