On a Windows 7/8 computer, I can press the Windows Key + E to open a new explorer window. I couldn't find an equivalent shortcut on the Mac so I created one. If you're looking for a quick way to open a finder window, here are the steps:

Open System Preferences

Search for Keyboard shortcuts

In the Keyboard window, Choose App Shortcuts

Click on the plus sign to add a new shortcut

And create a shortcut with this information

For the keyboard shortcut, choose anything you want (as long as it is not already taken). I chose the same shortcut as a Windows machine.

Now every time I use that shortcut, a new Finder window opens up without having to click on the finder from the dock. Joy!