I can assure you, its better than the Type-R in the wet. Much better balanced. You'll still get understeer if you push hard and oversteer if you mash the throttle. But you really having nothing at all to worry about. The Z is the most friendliest performance car going. You'll find that you'll be in the same boat as when you got your Type-R, scared at first but find its a pussy cat, which it is. Nothing to worry about.
The main difference is being progressive with the throttle as its RWD, but this applies to dry roads as well. This is my first proper RWD performance car and i've found it a doddle, the only time i had problems (if you want to call it a problem because i was having a blast) was when it snowed during the winter. But to be truthful i shouldn't have gone out it was that bad.