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First we'll look at the keys on the keyboard. The four main modifier keys are the Apple key, the Option key, Control, and Shift.
The Command key is characterized on the key itself by the Apple logo () and the "splat" image (). It's also represented in the menu by the image. It is basically the equivalent of the control or alt key in Windows. For instance, +C is used for copy, +V is used for paste, etc.
Option is next to the command key and it's also known as the "alt" key. It too is used in keyboard shortcuts, and it's represented in the menu with the symbol. Option is used most of the time in coordination with the command key for alternate key combos.
Control is characterized by . It too is used in some shortcut key combos.
The Shift key looks like in the menu.
A note for PowerBooks and iBooks: Portable Macs include an extra key known as the Function key, abbreviated fn. It's found on the lower left of the keyboard, and it serves to enable some of the extra keys found on the standard extended Apple keyboards.
The basic keyboard combos are the same for the Mac as they are in Windows. For instance, if you're used to using Alt+Tab to switch between windows, +Tab will switch between open applications in OS X. Note: This switches between each application. To switch between each window in an application, use +`.
This page lists some of the common Mac OS keyboard combos, as well as their Windows equivalents.
If you want to see a list of all the OS X keyboard shortcuts, see this FAQ article.