OS X :: How To Manage Open Applications

I just got my wife a MacBook Pro and we are already confused. [YES, WE JUST SWITCHED]

Here is the first issue. It seems that the concept of closing and switching between applications is totally different on a Mac (willing to learn, just totally confused).

I understand from reading a few websites that the only way to actually close an application is to go to file->Close or Command Q... Is this true? I'm OK with keyboard shortcuts but my wife hates them and the extra steps of having to go up top, drop down a menu, and select quit seems kind of silly. What is the difference between the X and the - up top then anyways?

Also (and more importantly), we keep losing windows. For example, we had the Mail application open and started a new message which opened a new window. She then went back to Safari to get a contact. When she went back to the Mail application we landed back on the inbox and the new message window was nowhere to be found. We had to close each window one by one until we found the new message window hiding behind them. There has to be a better way then that .... right?

insight you guys can give me would be great. I'm excited to learn the ways of the Mac and there are a lot of things I like... but sometimes it seems like things are more difficult than they need to be just to be different than a PC (like the X not closing the app).