Space versus Enter

Navigating forms on a Mac definitely needs some learning. For example,
I typed something in TextEdit and then hit CMD-W to close the window.
It pops us the standard dialog asking me to either Don't Save, Cancel
or Save. I can use the tab key or the cursor keys to move between the
options. But, it's always the default one - Save - that stays
highlighted. Navigating to others just gives them a blue border. Then,
I realized that hitting Enter always selects the default option, no
matter what is currently selected. To actually perform the action that
you have selected, you need to hit the spacebar. This is completely
different from what happens on Windows.