I just made the same jump, started with the Pre at launch, then Pre+, Pre2, Veer, Pre3...
Finally set my Pre3 down last Saturday and picked up a Red Lumia 920. In short, I love it. Miss the notifications and physical keyboard the most, but here's a more in-depth break-down.
Here's what to expect:
The good:
Hardware is phenomenal compared to the Pre3 (or any phone, for that matter). Looks and feels great.
The weight and size of the Lumia will not bother you at all.
All the good things about the Lumia are true, and you'll appreciate them, it's a fantastic device and a great OS.
You'll flip out once you see your phone boot in under 10 seconds.
Battery life is great (once you get past some of the initial calibration issues that some people have been facing). Mine seemed to be draining fast. Last night I drained it until it turned off, then turned it on again, saw a battery symbol. An hour later, turned it on again (without charging) and it stayed on for an hour and a half at 0%! Had to play netflix to drain the battery. Haven't finished the day yet, but I think my battery issues are over!
The bad (compared to webOS, sigh...RIP):
Notifications on webOS are still hands down the best. WP8's live tiles are nice, but nothing like the notifications webOS has (which are still better than Android and iOS).
As others have noted, you'll hear a notification and have to go looking to see what it was, hopefully you had that app on your start screen. However, since Microsoft admitted that they were working on a Notification Center but didn't make the deadline (I heard this on the Verge Mobile Podcast), I suspect we'll get an update with it soon.
In email, you can't send from any account like you could on webOS. For example, if I opened an email in webOS I could respond to it, forward it, from any other account on my phone. Someone correct me if I'm wrong, but WP8 doesn't let you do that.
If you were a homebrewer, and I hope you were, you'll miss all the crazy customizations webOS afforded us.
Multitasking is almost as good as webOS, but you'll miss swiping cards away.
The back button (same on Android), is not as predictable as it is in webOS.
You'll miss Dr. Podder (the built in podcast support is good, but just not the same).
You'll miss JUST TYPE... wow, that was actually ground breaking stuff Palm came out with...
You'll miss THE PHYSICAL KEYBOARD. Yes, I'm getting better with the on-screen keyboard, but damnit, I like not having to look down when I type, and will always be faster and more accurate with a real keyboard.