"And the biggest [Microsoft idea] was the Start"
Or, to look at it another way, it consolidated the several menu buttons of CDE and its predecessor, VUE, into one. I'd been using Windows 3 to run VisionWare's X server to run VUE for since about '91.
In fact W95 had a lot of HP ideas in it. It directly incorporated stuff from HP New Era; it was right there in the copyright declarations if you looked.
MS repackaged stuff that had been going on for some time in the Unix world - X, Motif, VUE/CDE and others. The likes of Gnome and KDE picked up on the W95 interface PDQ and continued the evolution. Because of the way the GUI is layered on top of the kernel in Unix-like OSs it's been possible for them to develop in several different directions.
The aspect of the GUI that was a real innovation to my mind was an unwelcome one.: adding the X button to close a window. Previously an application was closed from the system button, the one at the left of the title bar. Now there was a button that did that right next to the maximise button, just waiting for a misplaced click. Previously closing an application couldn't be done accidentally like that so there was less need for a confirmatory dialog box so quite a few old Windows applications didn't have one. I'm sure every W95 user must have lost work when a mis-click closed the application immediately. And it still galls me that the buttons are in the wrong order - minimise, maximise, zeroise.