By default, the area around the preview image in Exposure is medium grey, just like Lightroom. You can also change it just like Lightroom. Right-click anywhere in the preview area (the big middle part of the window). That brings up a little menu where you can change the background to whatever shade of grey you like.

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You’ll find that most shortcut keys and other little features in Exposure work the way they do in Lightroom and Photoshop.