To change sound playback device, you simply right-click on the speaker in the system tray > Playback Devices > choose what you want and click on Set Default.
Sounds like most of your issues mostly relate to just not knowing how to do certain things in Windows. Which that's basically the same reason people have issues with Linux.
It's fine to be comfortable in Linux, that's actually a great thing, but Windows is incredibly capable and usually easier to use for more advanced things. The basic UIs are similar enough to not be a big deal.
Sounds like most of your issues mostly relate to just not knowing how to do certain things in Windows. Which that's basically the same reason people have issues with Linux.
It's fine to be comfortable in Linux, that's actually a great thing, but Windows is incredibly capable and usually easier to use for more advanced things. The basic UIs are similar enough to not be a big deal.