Everyone is trying to ease you into this, and in general there's not a big difference in the operation. The first few times you use the brake, you'll push it too hard and make a rough stop. Practice in a parking lot before you head out on the road.
What hasn't been mentioned is the extra steps you need to take before you set off on the road. Draining water, checking relief valves etc. Best to consult the chassis manual for the exact procedure.
If you watch Ice Road Truckers, you'll see the issues with cold weather and air brakes. Constantly pouring alcohol down the air lines is not the best solution. Keeping lines free of water is. But then that particular group of truckers is a great example of bad practices.