One of the hardest things for new users to get used to is the way that LYX handles whitespace. As many times as you hit Return, you'll only get one blank line. As many times as you hit Space, you'll only get one space. On a blank line, LYX won't let you type even one space. The Tab key won't move you forward one tab stop; in fact there are no tab stops! There's no ruler at the top of the page to let you set tabs or margins, either.
Many commercial word processors are based on the WYSIWYG principle: ``What You See Is What You Get.'' LYX, on the other hand, is based on the principle that ``What You See Is What You Mean.'' You type what you mean, and LYX will take care of typesetting it for you, so that the output looks nice. A Return grammatically separates paragraphs, and a Space grammatically separates words, so there is no reason to have several of them in a row; a Tab has no grammatical function at all, so LYX does not support it. Using LYX, you'll spend more of your time worrying about the content of your document, and less time worrying about the format. See the Introduction for more information on the WYSIWYM concept.
LYX does have (many) ways to fine-tune the formatting of your document. After all, LYX might not typeset exactly what you mean. The User's Guide has information about all that. It includes HFills and vertical space -- which are more powerful and versatile than multiple spaces or blank lines -- and ways to change font sizes, character styles, and paragraph alignments by hand. The idea, though, is that you can write your whole document, focusing on content, and just worry about that fine-tuning at the end. With standard word processors, you'll be distracted by document formatting throughout the writing process.