The notification system on computers has always been a bit of a problem. Think about what happens when an application needs to tell you something. Half of the time the notification gets buried under other windows, and the other half it just annoys you by stealing focus or getting in the way. And yet, notifications are important.
Linux has moved toward a centralized notification system that prevents important messages from getting lost in the shuffle of windows and also manages to usually stay out of the way until you're ready to attend to them.
The notification area is at the bottom of your screen. Ideally you won't see too much activity there, but you'll interact with it every now and again. When you connect a USB thumbdrive, for instance, you'll be notified:
You can either open the drive in Nautilus so you can see its files, or just ignore that it's been plugged in until you need it. You can even eject it if you didn't actually to plug it in yet.
The notification area is something you can interact with, as well. When you get incoming instant messages, they will appear in your notification area and you can respond without ever opening a new window!
You can also use the notification area to eject external media, like that USB thumbdrive. Move your mouse cursor to the lower right corner of the screen and click on the Removeable Media option. This will show you what drives are attached to your computer, and it will give you the option to eject them safely.
Try plugging in an external drive, like a USB thumbdrive. Load it into Nautilus when prompted.
Try ejecting the thumbdrive.
See if you can find any other way(s) to eject your thumbdrive.