I have a Asus EEE 1000H.
It came with Windows XP and a suite of programs, but I put Ubuntu on it (a version of a different operating system called GNU/Linux).
Some of the other netbooks come with other versions of GNU/Linux installed, such as the Dell Mini 9 mentioned above. It functions in a very similar way to Windows, and if you just use it to browse the internet and type documents you shouldn't notice that much of a difference. But it is different, and will probably take you a few weeks to get used to.
While I'd love to push you towards a netbook with GNU/Linux installed (in many ways superior to Windows), one like my 1000H that comes with Windows XP may be better, simply because there's less new stuff for you to have to learn.
As Ethel says, they don't usually come with CD-ROM drives, or additional ports on them from the bare minimum. But if you have another computer, or can survive with the machine for surfing the web, email, some light games and general office-type use, then you'll love them!
Note the sizes of screen and keyboards. Because they're so small (as Chuck says at the top, some come with 7" screens), they're not great for writing more than a few paragraphs on. But some (like my 1000H, the Dell mini, the acer aspire one...) come with 10" screens that are far more suitable, and larger keyboards that are almost full-size laptop keyboards. Perfectly suited for typing on.