I've used Windows for almost 20 years, ever since Win 3.0, and like to be able to check on the processes running and what resource they're taking up. Having recently bought a Mac, I was a bit stumped when I wanted the same information and couldn't locate the equivalent utility easily, and I'm guessing this happens to a lot of new Mac users switching from Windows.
This article on the PC/Mac Smackdown site tells you where to find the task-manager and how to manage it...