How can someone coming from Windows learn Mac OS X file system and Finder?
Welcome, Martijn.
I always recommend Apple's videos: http://support.apple.com/videos/#macos
For now I would also recommend you not worry about terminal/UNIX. Learn to use the Mac OS using the GUI at first, getting used to how it behaves and in which ways it might be different from the Windows operating systems you are used to.
Good luck!
EDIT: Also, it doesn't really matter where things "should" go on a Mac. You can put applications on the desktop, documents in Applications, etc, etc. Although I don't recommend that. There is a Documents folder for documents and an Applications folder for apps. Treat the Library and System folders with care (IE -- do not go into them or manipulate them until/unless you know what they are, what's inside and what the effect of your actions will be) and you will be fine. Backups are also your best friend.
In windows you got:
- Desktop, and
- My Documents
On OS X:
- You got $HOME folder ( represented as ~ which also comes from OSX's unix heritage) . Here is the usual and expected place for user files. Your Documents, Music, Downloads as well as the Desktop folders all live in your home folder.
So, everything, what is YOURS put into $HOME folder somewhere. Make your own hierarchy if the default one is unpleasant or unuseful.
- Music, Movies, Pictures are - as in windows
- Public - your own Shared folder
- Documents - for your documents
- of course, you can make any number of sub-folders in your HOME.
Applications belong in /Applications or ~/Applications folder. You can put them in the another place too and OSX will find and run applications no matter where they are stored. You can make hierarchy here too, as I told once in my older post.
One more thing - Fonts, you can put fonts into $HOME/Library/Fonts, or into /Library/Fonts (for all users)
For the start, this is enough. Don't touch other folders yet (you don't need). If something needs to be used by multiple users on the same Mac, generally store it in /Users/Shared or change the permissions in the alternate place you store them.
for the common unix standard: http://en.wikipedia.org/wiki/Filesystem_Hierarchy_Standard