I tried Windows Live Mail and generally agree with you about that "Live" stuff. I went with Tbird and have no regrets.
As a Mac guy, you should know:
Make sure you keep Windows updated through Windows Update. Not necessarily for all available updates, but for the critical and important ones. Be more selective about anything classified less than "important". Don't blindly install new
drivers if things are running OK.
Get a good antivirus/malware/spyware setup going. A good start would be Microsoft Security Essentials. Some say that and the Windows Firewall is all you need. Others will tell you that you should have more than that. Opinion is divided.
Backup your personal files--I assume you did that on a Mac.
You have exposure to many more apps than you would have on a Mac. Many of them are freeware. All I have actually spent money on is Windows, Office, and Photoshop.
Get wise to Windows System Restore capability. It will bail you out frequently.
PC hardware is cheaper and you will be able to do your own upgrading and maintenance.