Using keyboard shortcuts to run various commands and application functions in OS X is one of the easiest ways to enhance your workflow and speed up how you use your system.
For instance, while you can always click the red button at the top-left of a window to close it, or even select Close from the File menu, you can speed this up by using Command-W (as seen in the File menu) to quickly invoke this function on the foremost window. By using this shortcut coupled with the mouse, you can move windows around and then click them followed by pressing Command-W to efficiently close the ones you do not want.
While Command-W and other similar shortcuts for managing windows and programs are well known, there are many additional keyboard shortcuts offered in OS X and applications that run in it, some of which are relatively hidden because they require the use of extra modifier keys.
Luckily, in most cases you can find the available keyboard shortcuts in OS X by simply browsing through the various menus that are available to you. If you click a menu or highlight a submenu, you will see various commands with a few symbols and letters next to them, which represent the keys you need to press in order to invoke this command via the keyboard.
Some of the symbols in the menus may not look familiar to you; however, you can match them to the following list to figure out what they mean:
⌘ -- Command
⌥ -- Option/Alt
⌃ -- Control
⇧ -- Shift
Therefore, if you see a hot key such as "⌥⇧⌘V", then this means to press Option-Shift-Command and then press "V" to invoke the command.
While the menus by default will show a list of basic commands, they also can be used to find some of the hidden and obscure commands and the keyboard shortcuts that accompany them. To see this, just activate a menu and then press various combinations of the modifier keys (Shift, Control, Option) to see what new commands show up in the menus. For instance, if you open the File menu and press the Option key, you will see the Command-W shortcut for closing windows change to be "Option-Command-W" for closing all windows.
In addition to browsing through menus and trying different modifier keys, OS X has a number of shortcuts that may not be available in the system menus, such as those for taking screenshots, invoking the screen zoom functions, or changing the behavior of the Dock so it hides or shows itself (among many other system settings).
In these cases, you can look up the various keyboard shortcuts by going to the Keyboard section of the system preferences and selecting the Keyboard Shortcuts tab, where you can select various system areas and see lists of the shortcuts that have been enabled for those areas. In this system preferences pane you can enable or disable shortcuts, change them to something different, or even create custom ones for menu items that do not have an assigned shortcut.
Finally, while these resources within OS X are useful, especially for finding shortcuts within the context of menus, Apple does have a knowledgebase document that contains a listing of practically all the shortcuts that are included in OS X. If you need a resource to pin up next to your computer, or at least bookmark to look up shortcuts you might find useful, then this list is handy to have.
Overall, shortcuts in any OS are exceptionally useful, and knowing where and how to look for them in OS X will help make your workflow more efficient.