The Dock is what a PC Switcher might call the "Start Menu" of a mac. It is basically where you place the applications that you use most often ( You might even refer to the apps on the dock as "application shortcuts" )
Basically you can quickly launch your apps from here with just a click. Also... it looks quite good. But if you dont like it the way it is, You can always choose to hide it untill you move your mouse to the bottom of the screen where the Dock is, or change it's size, position ( bottom, left or right ), Magnification and magnification size from the Dock Preference Pane in System Preferences.
Below is an image of the Dock
Below is the preference pane for the Dock