I have a new Apple MacBook Air. I have always used MS Word, but always on HP. this is my first time using Apple, can I use MS Word on Apple?

You need to buy the Mac version of office, however the Mac already comes with its own version of a word processor called Pages which is very capable in its own right and can open MS Word docs

Sure but you will have to purchase the Mac version of Office/word.

Yes, but it's not free. 

You can also use Apple's own Pages (already in your Mac), or use Word online version (free with your Outlook mail account) or Google Docs (free, online). All can open and save  files in Word format. 

There is ms office for macs. 

Or you can use whatever comes with your Mac. It’s almost identical to ms word. Same with OpenOffice.