Your main is a Mage or Priest
Since both of these classes are casters, your transition to playing a lock will come easier than most. You already know how to manage mana and magic-generated threat. Mages will be familiar with the Fire school of spells and priests will already know about Shadow damage, the combination of which make up the warlock's spell book. You'll still have ways to crowd-control -- even though they don't involve barnyard animals or shackles -- and you'll also be able to heal and resurrect yourself via stones. As such, you have most of the key warlock concepts down already. Your steepest learning curve will be managing your minions which can seem complicated when you first start doing it. You have a mind-boggling number of abilities at your minions' disposal, so learning how and when to use them -- on top of which pet is best for various situations -- will be your unique challenge. Priests, see also notes on moving from a healing spec below.
Your main is a Druid, Shaman or Paladin
In some ways, hybrid players may have the most to get used to by playing a lock, but that also means it's great fun if you'd like to learn a new play style. (I started a lock after getting my shaman to 70 and the complete change of style really appealed to me.) The main reason you'll be challenged is that locks do one thing and one thing only (albeit extremely well): they deal ranged damage. Period. You cannot switch to healing people, tanking, or dropping buffs on everyone. The lock's limited ways of dealing with situations may seem frustrating at first to a hybrid player, but in fact the limitations make the class simpler than hybrids. The only reason you are in the party is to kick butts and take names. However, because your main is so versatile, you'll probably get yourself into some dicey situations with the warlock early on, until you learn to blast the heck out of things before they have a chance to confuse you. See also notes on moving from your hybrid's spec below.
Your main is a Rogue or Warrior
Two words: step back! And I mean all the way back. You're used to running in there and opening that up-close can of hate, fury, or stabbity-stabbity. No more, my friend! Your pet is there to do the in-face dirty work for you know. (Think of it as having your very own melee butler. Kinda.) Anyway, the point is that you will be tempted to run in and bash stuff with your cute little dagger or sword, but don't. Scoot back and cast from afar because you need to realize that you are super-squishy now and can be (frequently) one-shotted by mobs. Your weapon is there to make you look pretty and to give you improved spell stats-- not to hit things with, silly! Another difference for you is that you will need to learn the ways of mana and pet management. Warriors, see also notes on moving from a tanking spec below.
Your main is a Hunter
Like the mage, the hunter is a very compatible main for a warlock alt. You already understand mana, ranged damage (and how!), crowd control, pet management, and even DoTs. However, "pet" is a very loose term for a warlock's minion. As a hunter, you probably grew attached to your pet, fed him, mourned his death, and called him George. Minions are more like tools than companions. (Pun intended.) You will feel no remorse when they die -- and sometimes you even kill them willingly to save your own hide. This isn't a partnership, it's all about you. You also can't choose pets. You get what the dark side sends you and you like it. Some good news: no stable slots necessary!
Moving from a tanking spec
Instead of dodging blows or pulling and keeping threat, playing a warlock will require that you learn to do the opposite of what your main's tendency is. You need to keep aggro as far from you as possible with spells like Fear. You'll have to let your pets tank for you as much as possible, the Imp being a notable exception. The good news is that it doesn't take nearly as long to kill stuff when you're playing a lock as it does with a tanking spec. Just make sure you don't try to be a hero when the mobs come toward you or a party member. You can generate tons of threat as a warlock, but you'll regret it if you do. Run away or they shall taunt you a second time!
Moving from a healing spec
Face it, if you're playing a lock, you're not about helping anybody but yourself. Oh sure, you can pass out healthstones and the occasional soulstone, but really, who remembers to give people these things? You will learn to stand by, helpless or apathetic, as others around you lose their green health bars and keel over. On the other hand, why are you looking at their health bars now? Just look at your own and your pet's and let everyone fend for themselves. The best you can do, at times, is offer them Blood Pact so it will take the mob an extra hit to bring your fellow players down.