How thorough is Migration Assistant? I'm a longtime Windows user, and I was given a Macbook Pro at work. I was recently given a new one, and I need to use Migration Assistant to move all my data from the old one to the new one. 

I've got a lot of settings that I don't want to spend time on again, and I've got a Parallels VM on it. I want the new Mac to behave exactly the same as the old one, so nothing would be changed. I'm used to the Windows world where I would image a computer and then deploy that image on another computer.

Would Migration Assistant truly copy everything from the old Mac to the new? If there are things that Migration Assistant wouldn't copy, can you please tell me what they are?
Migration Assistant does truly copy all your user data from the old computer to the new - that includes Parallels virtual machines and your settings.

Migration Assistant does not copy over the actual operating system, as you already have that on the new computer (i.e. there would be no point in copying it over). Similarly Apple supplied standard programs (such as Safari) are not copied over - but you would already have those on the new computer. Settings, bookmarks, passwords, etc. for Safari are copied over.

In essence if you just want to copy over all your data and settings and continue working your new computer - Migration Assistant will work for you. However, if you want to downgrade your new computer to an old operating system and old versions of Safari or similar - then Migration Assistant alone cannot do that for you.

I have personally used Migration Assistant for 15+ years when moving from old to new computers, etc. - never had any problem with anything missing.

You can read Apple's guide on using Migration Assistant here:

https://support.apple.com/en-au/HT204350