Many of the people who now use Ubuntu (and other Linux distributions) started out using Windows. I'm one of them.
When I first switched to using GNOME (I briefly used KDE in Xandros before I switched to Fedora), I didn't really like the separate Applications and System menus. Still, I liked the rest of GNOME so I persevered. Nowadays, no-one can take my Applications menu away from me!
Many people still prefer a Windows-like Start menu; there are even usability studies which come out in favour of Start-menu-like designs (according to Novell, anyway). So, it's only natural that someone implemented one:
Install the gnome-main-menu package, right-click a panel, press Add to Panel... and drag the Main Menu item (the one with a computer icon) onto a panel to get a Start-menu-like-thing.