"Where are all the icons I used to pin to the Start Menu? Don't they get pinned to the Metro interface instead?"
Nope - well... not unless you want to.
You can still pin them to the taskbar on the desktop.
If you're worried about clutter on the taskbar, you can trick Win 8 just as you can with Win 7 to pin a folder of related app shortcuts to the taskbar - say... all of your Office programs.
Google "pin folder to windows 7 taskbar".