There are plenty of Xbox 360 exclusives you can't find on the PC or PS3 including the Halo franchise, the Gears of War series, earlier Forza Horizon and Motorsport series, Project Gotham racing, Fable 2 and 3, Lost Odyssey, Blue Dragon, Crackdown, etc.

If you got the 360 during the Black Friday sale, you would need to add a hard drive(early models didn't have one) as well as connect online either via an Xbox 360 external wifi adapter or via an ethernet cable.