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If you are coming from familiarity with another program let me mention some of the main differences that might make the transition easier.

Interface

Interface windows are completely modular. You can have any arrangement of unique or duplicate windows all docked in any direction. While certainly liberating this freedom of window placement can sometimes confuse new learners.

To open a new interface click and drag the drag pad at the corner of each window.

To close an interface window pull a drag pad from a window you want to keep over the window you want to remove. The window to be removed will darken and upon releasing the mouse button will disappear.

The traditional "edit" options such as "Undo", "Redo", and "Duplicate" are found in the "Object" menu at the bottom of the 3D View window. This is also where you'll find the option to toggle the quad view.

Modeling

There are no axis bands on the transform selection. To move a selection along a plane hold the Shift key and click and drag on the axis arrow perpendicular to the plane you want to move along. So if you want to move along the X and Y plane only then Shift-Click the Z axis arrow before dragging.

To move an object around you need to actually click on the white circle around the axis of the object. Anywhere else (even at the very center of the circle) will result in a selection box appearing).

Unlike 3DS Max the modifier list descends in order instead of ascends. So modifiers at the top of the stack are considered first.

You can enter into sub-object editing mode by either selecting "Edit Mode" from the drop down selector at the bottom of the "3D View" window (it says "Object Mode" by default) or else by clicking the mesh icon (the triangular shape) directly under the object entry in the hierarchy.