There are definitely feature differences between Mac Office and Windows versions of Microsoft Office applications.
Casual users won't notice, but power users (particularly in Excel, but also sometimes in Word) will notice a lot of Windows features are completely missing in the Mac versions. And, of course, some Windows Office applications are completely missing Mac versions (e.g., Access, Publisher, etc.).
The great thing about running a Mac is that you can use both, though. Install Windows 10 via Boot Camp or Parallels/Fusion and you can switch over when you're hitting those feature limitations. Some of the Microsoft Office365 licenses allow installation on multiple devices, so then you're only out the cost of the Windows license (which you can bring over from a spare Windows 7 install key: https://www.howtogeek.com/266072/you-can-still-get-windows-10-for-free-with-a-windows-7-8-or-8.1-key/).
Then you just have to remember that the CMD key is the Windows key and the Option key is the Alt key.
The Office files are totally interoperable between modern versions of Microsoft Office, e.g., 2016+ (and I recommend only using the newer Office 2007+ XML file formats: .docx, .xlsx, .pptx because the file sizes are smaller, they are an open standard, and they get corrupted less often). Other applications are slightly less than 100% compatible with complex Office files, like Apple's iWork apps (Pages, Numbers, Keynote) or LibreOffice.