I worked in private businesses for five years before entering the federal government. I had pre-conceived notions about it and thought I may not like it, but I felt I should try it out to see if it was right for me. Several things impressed me from the start including the amount of young, intelligent entry-level staff and the training available in all kinds of disciplines from management to technology to foreign languages.
A few differences were hard for me to accept. The pace was much slower than I was used to. I was also upset to see some young people unhappy in their jobs who used the excuse of having a secure job to convince themselves not to look elsewhere. However, I now realize these issues are not unique to the government and each agency is very different. Actually, even agencies within a major department can have distinct cultures.
I recommend doing your research by talking to people who work in agencies in which you are interested; not just human resources professionals, but people working in a role or team that fits your interests. Know what the place is like before you apply because like businesses, government agencies, departments, all the way down to teams, can be vastly different. Do not limit yourself to thinking that your background will only be applicable to one agency. There are functions that exist across all agencies, some you would expect like IT or finance, but others that might surprise you such as international departments where your skills or background might be just the right fit.
Finally, be sure to weigh your options and plan your future. Spend time thinking about if a government job really the right job for you!