Congrats and enjoy!!!
You'll adjust in no time.
ETA - You have to download your books first. I can't remember exactly, but the same collections from the KK should be under "Cloud" next to On Device, open the collection you want and start downloading the titles, by tapping/clicking lightly at the bottom. You'll see it say pending and downloading. Once finished it will show on your device. To see your collections you have to select collections from the far right list, and you can choose which items to see in the second to last drop-down list, i.e. "all items, books, periodicals, docs, collections, active content".
For instance if on the far right you select "most recent" and the next to the last you choose "all items" you will get just that. I keep mine configured to All Items, Collections. With that configuration you get your collections and uncollected items behind. You have to choose to show your Cloud Collections in all views to see them in all views, otherwise they're only in certain places.