From Windows the problem is more complicated, because Windows can't read as many partition formats as GNU/Linux can. For occasional sharing, a flash drive or attachments on emails to yourself should be enough. However, for frequent sharing, these methods are inconvenient. The easiest solution is to use the GParted Live CD -- the free software equivalent of Partition Magic -- to create a FAT32 partition on which to store all the files you want in both systems. Since both operating systems can read this format, this is the most efficient solution, especially if you add the new partition to fstab.
Although GNU/Linux offers the choice of several browsers, Firefox and other Mozilla-based browsers like Epiphany remain the most popular. These days, such browsers are incomplete without your favorite extensions -- personally, I'd be lost without about half a dozen ones for manipulating tags and saving sessions for instant recovery.
If you are already using Firefox on Windows, make the drive on which that installation is located accessible to GNU/Linux (see above), and try to migrate your bookmarks and other settings as well. I've had mixed results with this effort in the past, but it's always worth a try.
GNU/Linux desktops are highly configurable. While you probably don't want to consider the full-range of customization choices right away, you may want to set the desktop background and font size, and similar options. In GNOME, you will find the basic choices under System -> Preferences in the menu. In KDE 4, go to Settings -> System Settings -> Look and Feel and Personal.
The days are gone when distributions not only including the kitchen sink but several choices of kitchen sinks. All the same, free software is all about choice, so when you have done your basic post-install work, reward yourself with the lighter work of seeing what alternatives are available for your other daily needs via the desktop's software installer (usually marked as something like Add/Remove Software in your main menu).
OpenOffice.org or KOffice? XChat or Pidgin? AmoroK or Exaile? KDE, GNOME, or Xfce? Since they're all free and relatively small, you can install all the alternatives in a few moments, and remove the ones you don't want just as quickly.
All this post-install work can take hours, even if you know what you're doing. In the interests of not doing it again, backup your system once you are done. At a minimum, you should backup everything in the /home and /etc directories, since these are the locations of most configuration and customization. Software programs themselves are less important, since you don't need to register them, and re-installing them is mostly a matter of starting the process and leaving it alone.
Should you ever need to do another installation, you can copy the /home directory and key files from /etc like xconf.org and quickly restore many of your customizations. However, since you are probably backing up and restoring your files as the root user, remember to use the chown and chgrp commands to give ownership of the restored files to the user who owns their directories. For instance, you would change the ownership of the files for the bsmith user account with chown -R bsmith /home/bsmith/.
Your choice of distributions, your available hardware, and your own work requirements will determine if you need to take other steps to complete the installation of your GNU/Linux system. The general trend is for installation programs to shoulder more of the load for you, but some distributions that are not aimed at new users still require you to do more work. In some cases, too, your hardware -- particularly wireless cards, modems, and web cameras -- may require kludges like Ndiswrapper before your system is completely functional. Similarly, graphic designers may want to use KDE's Font Installer to add their fonts, while someone dealing with several languages may want to set up several different locales and keyboard layouts.
All these circumstances require extra work. But the good news is that GNU/Linux is versatile enough to handle a much wider variety of needs than most operating systems. Whatever your requirements, GNU/Linux should be able to accommodate them, if only you will take the time to experiment and configure. In return, you'll be rewarded with a system that is secure and organized the way you prefer.