Are you using a one-button mouse, or no mouse whatsoever? OS X is pretty right-click friendly out of the box.
Occasionally I plug in a two-button mouse, but that's limited to fairly specific occasions when I'm actually mousing around. Most of the time I am either scrolling or keyboarding.
It's like I tell people new to Linux that it's not Windows don't expect it to be like that so I should be telling myself Apple isn't like Linux even though they appear similar.
The applications seem to be made with single clicking in mind which would make sense considering Apple's fondness for single button mouses/mice and trackpads.
Overall the experience so far has been enjoyable, it's nice to learn new things.
Hold down CMD while clicking (or the Apple Key as its popularly known).