You can get quick access to these by other methods, though, which are either direct replacements for the Start Menu way of doing things and require the exact same amount of effort and clicks, or are better.
To get quick access to your Documents, Music, Downloads etc, pin them to Explorer. Now you have two-click access to them, same as before. One benefit of this way as opposed to the Start Menu shortcuts is that you can put lots of other places there, and all shortcuts to folders can go in the same place rather than some being in the Start Menu and others being elsewhere.
To get quick access to settings such as Control Panel, Administrative Tools, Event Viewer, Computer Management (my favourite), run cmd as Admin, and a few other useful tools, use the new Admin menu. To get to it, press Win+X, or move your mouse to the lower left corner so the Start Screen preview comes up and then right click on it. If you open it with Win+X, it will highlight the mnemonic keys (the underlined letters), so then you can for example access Computer Management by pressing Win+X then G.
None of these are as obvious as the Start Menu, and that isn't right and is something Microsoft did wrong. However, once you know about them, they work fine and in some cases, better.