With malware uppermost in the minds of many users these days, Apple is instituting new safeguards that currently are being referred to as Gate Keeper. For one, Apple is requiring that all developers "sandbox" their applications, thereby limiting access to memory, file handles, and other parts of a system. Apple also is giving users the ability to identify where their apps are coming from. Your choices are the Mac App Store or any Internet source, though the latter has the potential to open your system up to malware. User apps also are required to ask specifically for your permission to access personal information such as your contacts or calendar.
If this sounds too restrictive--but you don't want every app in the world running on your system, either--there's a third option: you can allow apps from the App Store and also those signed with a third-party Developer ID. The tracking system for the latter isn't finished yet but details should arrive with the final release of Mountain Lion.