I was a Keeper for many, many years. The advice previously given is very solid.
One of the old books had a great and pithy bit of advice -- "Wandering monsters are the bane of this game." All encounters and events should be crafted for specific effect. And stepping back a bit from that, adventures (at least the multi-session ones) require a certain amount of complexity in the way you layer clues, etc. Handouts are indeed an important part of it all. I agree with the advice that you should stick with shorter, premade adventures for while until you and your players get the feel for it.
Normally, I gave beginning players and groups advice about the game. For instance, it's best to have a team of semi-specialists than characters with their skills spread out all over. This seems like very basic
RPG advice, but in my experience beginning CoC players dump too many points into combat skills, even with professor-type characters that have no business being within a half-mile of combat.
Don't be afraid to set some real-world atmosphere too. Sometimes we played in a dark basement at a table lit by an oil lamp, and I think it really helped set the mood.
The description of combat in CoC is accurate. I think I'd add that as a Keeper, you can't be afraid to kill characters, especially if they do something dumb. This is an extreme example, but one group I GMed lost every character before they even encountered anything Mythos-related. This after I gave them about three opportunities to avoid a scrap they had no business being involved in. When your
GM says more than once "I really don't think you want to do this," and you do it anyway, you deserve what you get.
Players with a D&D background, etc. are definitely going to have an adjustment period. But if they're good players, they'll adjust. Really, all it takes is to approach your character and situation like it exists in the real world. If
IRL you knew there were horrible beasties living in a certain cave (and you needed to take them out), would you go crawling through it to fight them at close quarters or just dynamite the thing, hope you got them and call it a day?
IIRC, one of the old books also gave the advice that scenarios should be hard enough that one character dies. That DOESN'T mean you have a quota, nor that you need to even average one death per adventure. It's just saying that the game should be at a certain level of difficulty and have real threats that endanger the characters. This plays right back into atmosphere...if they just cruise through without a scratch, it isn't very scary horror gaming, is it? CoC should be a game with a "whew" at the end for the survivors.