On the operating system Windows, once you click a window it gets into focus.
In Mac OS you must click twice, for the window to come into focus.
Has anyone figured out how to change this behaviour?
I'd love to know 
In general you can hold cmd to interact with background windows.
Changing the default behavior has been requested multiple times, but this behavior is something that is integrated deeply into macOS and affects many things. Hacking on this can lead to tons little weird bugs that are hard to trace - which is why I never wanted to do it.
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