Something less vital, but still useful, is a File Manager which provides an icon-based view of the filesystem so that you can just click on icons to run programs, change directory etc. We use xfm.
There are many X clients (applications which run under X). One type that's especially hard to do without is Terminal Emulators - programs that simulate a text terminal. xterm is our usual one, which simulates a VT100 terminal. HP's own alternative is called hpterm.
Only one window at a time can accept input. Window managers have different ways of indicating which window has input focus, and how input focus can be changed.