I'm going to take a reasonable dissent from Drew's excellent answer, there are some things you really ought to set in your emacs-file immediately, that aren't set out of the box that you really ought to set.
Issue number 1: THAT $(generate-swearing) BELL!
The bell will ding like a madman. That's annoying. You can turn it off.
In your init-file, do this:
(setq visible-bell 1)
Issue number 2: Emacs has an interesting view of backup files.
If you edit a file, say "foo.txt", emacs will create little backups of the file with the name "foo.txt~" in the same directory.
This is annoying as all hell, and you can fix it by doing this:
(setq backup-directory-alist '(("" . "~/.emacs.d/emacs-backup")))
Issue number 3: Emacs uses C-w differently than bash does, and that's a bit annoying.
C-w usually deletes a word backwards. By standard in emacs, it deletes the marked region. That's a bit silly.
It is better to do something like this:
;; This is my preference, your mileage may vary.
(global-set-key (kbd "C-x C-k") 'kill-region)
(global-set-key (kbd "C-x k") 'kill-buffer)
(global-set-key (kbd "C-w") 'backward-kill-word)
Issue number 4: Alt-X is a clunky way of running an interactive command.
It is better to do something like this instead, avoid your hand cramping up all the time.
(global-set-key (kbd "C-x C-m") 'execute-extended-command)
(global-set-key (kbd "C-x C-m") 'execute-extended-command)
You also may want to check out Steve Yegge's Effective Emacs: https://sites.google.com/site/steveyegge2/effective-emacs
It's pretty amazing. One thing to note though is that the caps-lock to ctrl thing is also available through a microsoft tool here:
https://learn.microsoft.com/en-us/sysinternals/downloads/ctrl2cap
This is better than the manual hack Yegge suggests, and you can turn it off if you don't like it.