External drive: unless the drive is encrypted or damaged your Mac will be able to read the drive contents without any additional software. A Mac without third party drivers can read but not write to a drive partitioned as NTFS. Third party software exists but the better solution is to copy the data to another drive reformatted as FAT32 or Apple's native HFS+. Due to certain filesize limitations, I'd choose HFS+ and if you need compatibility with Windows computers purchase DriveMac which allows a Windows computer to read HFS+ drives.
Files created on programs that don't have Mac versions: Run virtualization software or use BootCamp to run those Windows programs until you can find a way to do without them. While you might not find a file compatible Mac program usually you can find a Mac analog.
Fan Noise & Heat: Since Macs use the same componants as Windows computers they share the same thermal issues. My Mac is quieter than every Windows notebook being used in my office and where I work Windows notebooks are replaced every 24-30 months while Mac notebooks are replaced every 30-48 months. The Dells and HP notebooks die quicker.
For me an optical drive isn't a necessity but it is a convenience. Obviously I need to use some optical drive to rip CDs or transfer video from a CD. The last program I bought that required a CD for installation was Snow Leopard and Office 2008. Everything else has been downloaded. I either share my desktop Mac's drive or let my iMac do the heavy lifting and then copy the digital file to my MBA
A new Mac has a 1 year warranty and 90 days technical support where you can ask any Mac related question. AppleCare extends the warranty and support to 3 years. I always recommend noobs buy AppleCare unless they have someone local and patient to help with their learning curve. Windows users will find there's a learning curve, yes, under the hood the Mac is different from Windows. Windows users come with a mindset (I know I did) and it takes time to learn the Mac way. If nothing else, should you decide to see your Mac within the three years, AppleCare coverage is a plus when you sell it.
You are obsessing 🙂 switching is easier than you fear.