Windows 3.1 now includes built-in screensavers, which made their debut in a special version of Windows called Windows 3.0 with MultiMedia Extensions. Previously screensavers were available through third-party programs such as AfterDark.

Another new thing Windows includes from the realm of the Macintosh is Apple's TrueType fonts. Unlike traditional fonts which use the square pixels on the screen, truetype fonts use glyph-based characters, which means that the fonts can be infinitely resized and printed on high-resolution printers without looking like crap.
Above you can see a comparison between a TrueType font and a traditional "screen" font, among a few of Paintbrush's other features.

In previous versions of Windows there were no standard sets of Open, Save As and Print dialogs. This meant that programs had to create their own, resulting in programming redundancy and UI inconsistency with other programs.
In Windows 3.1 common dialogs were created for these functions. All the Windows accessories have been converted to use them, and third-parties were encouraged to implement them into their programs.

Note that Windows 3.1 is still limited to the old DOS 8.3 filenames, since it is technically still a DOS application.

Windows 3.1 includes an updated version of the help system from Windows 3.0, with links, pages, and bookmarks. Thankfully it is not using a web browser to do any of this.

Because of it's popularity with people who had never used a computer with Windows or a mouse before, Windows 3.1 comes with a tutorial that shows you how to use a mouse and some tricks for application usage.