Are Vim's keyboard shortcuts the same on Windows, Mac, and Linux?
Yes. Vim runs in a terminal (or as a GUI front end like gVim, MacVim, or GVim on Linux) and uses the same Normal-mode keys, Ctrl-combinations, and : commands on every platform. There is no Cmd-for-Ctrl swap to learn.
Why do some Vim shortcuts use Shift and others don't?
Vim is case-sensitive: lowercase and uppercase versions of the same letter are different commands. dd deletes a line, but D (Shift+d) deletes to the end of the line. The Shift key is only part of a shortcut when the command itself is a capital letter or a shifted symbol.
What does dw actually do in Vim?
d is the delete operator and w is the "move forward a word" motion, so dw deletes from the cursor to the start of the next word. Any operator (d, c, y) can combine with any motion (w, $, gg, and more) the same way.
How do I exit Vim?
Press Esc to make sure you're in Normal mode, then type :wq and press Enter to save and quit, or :q! and Enter to quit without saving. ZZ (Shift+z twice) is a shorthand for save-and-quit.