English Exile moved to Sweden, been driving a Megane for some time now over here.
Good bits:-
Open roads with not much traffic when you get out of the cities.
No issues starting it here, even when it gets down to -15 or so

Bad bits:-
I can change my winter wheels & tyres for the summer ones quicker than I can change a headlamp bulb

Scary bits:-
Driving LHD car on the 'wrong' side of the road after 15 years of driving in UK/Ireland only (I've stopped opening the door when I try to change gear now

Getting used to driving with a foot of snow on the ground and a couple of inches of ice on the road. (Not a problem now, but it was........)
To do list:-
Get some alloys for the summer tyres
Get a winter parking heater fitted so I'm not being so cruel to the car in winter (and more importantly so that I don't freeze my bits and pieces off on the way to work)
Satnav, Ipod connection etc.
Cheers
Thismustbeathursday