While it's fair to say that modern mobile platforms like Android, iOS and Windows/Windows Phone offer generally similar capabilities, it's the little things that can really throw you off if you move between them. The best example of this, perhaps, is notifications: Android and iOS handle them quite similarly, while Windows and Windows Phone take their own, less centralized approach.
The differences are many. In Windows (8.x and RT) and Windows Phone, apps have potentially large and expressive live tiles which they can use to provide the user with at-a-glance information. So the Mail app on either will provide previews of recent and unread email so you can see what's new without having to enter the app. This feature is a key advantage for Windows, but it comes with a serious downside as well, since Windows doesn't offer any form of centralized notification center, a place where notifications from the system and from individual apps can be collected together. (Yet. It's coming.)
Android and iOS both offer a notification center, however. So while their app icons are either useless (Android) or next-to-useless (iOS, where the Mail app can display a number indicating how many unread emails there are, but nothing else), it's possible to view a single UI for notifications across the system.
Indeed, Android provides basic notification notifications, if you will, in the status bar at the top of the screen. That is, when your email app has new email to tell you about, an app has been updated, a Facebook friend has pinged you, or whatever, tiny little icons will start stacking up in the upper left corner of the screen.
Notification icons (on the left)
These icons are a reminder to view the notification center, which you can do by swiping down from the top of the screen. You dismiss notifications by swiping them right off the list, and there's a UI for removing them all at once.
Android notification center
This is all fine and good, and in using this notifications interface, I can see why some are complaining about the lack of such an interface in Windows. That said, if you're coming to Android from Windows, you may find these notifications to be quite annoying. It seems like Android will issue a notification for just about anything, and because many events are also accompanied by notification sounds, your phone starts to sound like a little haunted pinball machine over time, sitting there pinging away and racking up notifications.
In using Android over time, installing and configuring apps and watching the number of notifications increase regularly, I've established a set routine in which I'm alerted by some notification, am annoyed by it, and then go about making sure I never see it again. I suspect many Windows users will want to do the same for many notification types.
Of course, Android being Android, notification management is not particularly obvious, and while some apps will offer notification settings from within the app, most do not. If you hunt around Settings, you'll see there's no Notifications item, either. Instead, you can manage whether apps trigger notifications by navigating to Settings, Apps, and then viewing the app info for each app individually. You'll see a checkbox for "Show notifications" on each of these screens.
Obviously, you will want to see notifications for some apps—email, perhaps—but not for others. But my experience has been consistent now across the past four Android devices—Nexus 7 (2012), Nexus 4, Nexus 7 (2013) and now the Nexus 5: I spend the first few weeks getting rid of the notifications I don't want.
As for Windows, I prefer the live tile approach, personally. But a combination of live tiles with a real notification center could prove pretty unbeatable. Certainly, there are strengths to both approaches.