Red Cross confused me, because the X is normally not there. I'm thinking you mean this:

That is "Close Window." On a Mac, apps can have several windows open, and you use this to close one of the many windows without closing the app. I don't remember too much about Windows, but I think I remember that Windows acts like each window is a separate version of the app. Maybe not...
Mostly, I don't quit applications-- I have nine going right now, and that's at least one less than usual. I never quit Safari, because I always need to check something out. (And I'm here, now.) Since I'm on the Photos discussion, I have Photos open, as well as PowerPhotos. I keep getting Messages, so-- well, you get the idea. I use command-tab (⌘-tab) to quickly switch between apps.
It's the same on an iPad or iPhone-- some people are obsessed with shutting down apps, but there's no need, unless something goes wrong.
It is true that sometimes having lots of apps open, especially some that are not well behaved, will slow things down. I stick with trusted apps.
On any app you can go to "[app name]>Quit" to quit--for instance choosing "Safari>Quit Safari" under the Safari name in the menu. Or you can use "⌘-Q," as MrBin10 says. The ⌘-Q "keyboard shortcut" is shown next to "Safar>Quit Safari" in the menu. In general, keyboard shortcuts are shown next to the menu choices, like "Undo ⌘-Z" in the Edit menu. In System Settings you can actually make your own keyboard shortcuts for menu items that you use often.
You may be able to find videos or web-sites that discuss the differences in switching to a Mac-- unfortunately, most of the ones I found were pretty useless versions of "why I hate..." and such.