There has been reports of strange mouse lag with Apple OSX; it's far more noticeable if you're coming from Windows for the first time. The way the mouse responds and moves across the screen on OSX looks and feels different than on Windows or Linux. It seems from system to system, and even from mouse to mouse. I've had more success with wired Logitech mice than anything, and of course, the trackpad doesn't seem to suffer from much lag at all.
When I moved to OSX almost exclusively about 3 years ago, I was driven mad by the mouse lag. I almost switched back! Over time, I have gotten more or less used to it.
There were various work-arounds, like BetterTouchTool and MagicPrefs but I've never found them to be sufficient. They were great for adding functionality and gestures to the Magic Mouse/Trackpad, though. The responsiveness has gotten better over the last few OSX releases (particularly Mountain Lion and Mavericks) in my opinion.
For you newcomers, there is fortunately a new solution that I've been testing for a few weeks now: SmoothMouse
It installs as a System Preferences item. You can set the acceleration to be more Mac-like or Windows-like, and even the ability to disable mouse acceleration altogether. One of the things I've noticed is a lower overall lag in mouse responsiveness, especially while moving windows around. I highly recommend it for people coming from the Windows universe, as it will make your mouse more or less feel like it does in Windows.