I bought a new Mac book (MacBook Pro), and I am previously using Windows. I use this MacBook for personal (e.g. instant messaging, document, browsing the web) and development (writing C++ and Java code) purpose. Any recommended discussion group or forums (or I can directly ask here in StackOverflow)? I am a newbie.
Start with Xcode and Developer Tools, and then look at NetBeans and/or Eclipse.
Yes, you may be interested in my Development Environment Setup guides. I currently develop on Mac OS X 10.6 Snow Leopard. My recommendation is to install Xcode and MacPorts. I tend to edit everything using Xcode, and I use MacPorts to install pretty much all the various libraries (except Qt, for which it is more sensible to downlod the precompiled Cocoa 32-bit and 64-bit binaries). In terms of developing such that things also work on Linux, as long as you conform to the Single UNIX Specification (i.e. use the authoritative manual pages at the link instead of Mac OS X's man pages) and, other than that, you rely only on cross-platform libraries, then you should be fine. That said, it is reasonable to install a copy of VirtualBox and setup an image of Ubuntu in it for verifying that your code compiles and runs under Linux.
Others have already commented about XCode and you commented "How about Java programs?" so for Java on OS X, basically every single Mac ships with Java since a very long time.
You MBP probably has Java 1.6.
Two very popular Java IDE on Macs are Eclipse and IntelliJ (I guess NetBeans works on Mac too but nobody here is using it and it's been a long time I haven't checked NetBeans, I'm a long time IntelliJ IDEA user).
In addition to that, OS X being a Un*x OS you get very powerful shells and you may want to learn how to use a Un*x shell (like, say, Bash).
Welcome and good luck!
mmm..interesting, as for me gor monitoring bandwidth I use ProteMac Meter