You can do remote desktop. I've never done this though I'm not sure if it works in a way where the GUI runs locally and not on the server it's self. I'm not sure but if it's possible then that would sure be nice. Windows uses a DOS command line where as Linux is a Unix command line. The way you use the are different. Your basically going to be learning a different way of interacting with command line than you do in Windows. Mac OS X and BSD are both from a Unix origin and using a command line on them are far more similar to Linux than in Windows. Sudo is important command in Unix and often many forum posts people list commands that need root permission but don't write sudo in front. Also nano is great command line text editor.
Get used to dealing with the drive layout of Unix. There's none of this C: drive, D: drive E: drive stuff. That's a DOS (Disk Operating System) thing not a Unix thing. In Unix based systems everything is somewhere under / (the highest directory in the folder structure). Your first partition in the hard drive in Linux drive for example would be /dev/sda1 the second partition /dev/sda2
Look into LVMs (Logical Volume Management) also. I think Windows has somewhat of an equivalent of that but it's probably different. An LVM is kind of like a partition that contain other partitions but it supports a few neat features like snapshots and encryption. This means you can house portions within the LVM that don't support encryption or snapshots. For example if you wanted full disk encryption (encrypted root, swap, and /home if different partition is used for home or what ever different portions you may have) the you'd use a LVM as root can't be encrypted but a LVM can be and you can house root in that. Or something like snapshots, btrfs supports that but if you wanted the whole system and partitions with files systems that don't support snapshots then your can take a snapshot using the LVM. A snapshot is making a copy of only data that's been changed to to restore the state of your drive. It can be real useful. Basically if you have say file X and at 1:00 pm it is the same as it as at 2:00 pm but a snapshot was taken then at both times no extra space was taken even though both stated exist. So it's not like a pure backup. But let's say at 3:00 pm file X at 1 GB was edited. Now when a snapshot is taken only the data changed is replicated. So all the states of that file at 1:00, 2:00, and 3:00 exist but they don't take up 3GB instead it takes up maybe 1.05 GB because most of the data clusters remained the same but the amount changed is saved separately in the drive and recognized when the previous amount still exists. I'm not sure how LVM snapshots compare the snapshots in file systems that support it. I have a feeling for file specific restorations you might need the file system and the LVM only restores the state of the whole LVM but not sure.