Just noticed, when opening files, it's possible to navigate to the root of the filesystem on OS X, and see all the UNIX system folders that are normally hidden by the OS.
These should really be hidden I think.
Also, more importantly, it's not obvious to a non-os x-geek how to get to mounted external devices (external HD, USB memory devices etc.). It's possible by navigating to /Volumes, but most people aren't going to know that.
I've seen this behaviour with X11 apps and other Java-based applications on OS X, but again, the majority of OS X users probably won't, and will be confused.