Hit CTRL+W to close individual tabs.

That works, thanks. But being able to close the window with the X is much more intuitive.

Depends on whether you're a keyboard fanatic like me or not ;)

If you've got multiple tabs open, just hold down CTRL while you hit "W" until you get to where you want to be. Much quicker than clicking the close (X) button.

I'm not sure if I am communicating the scenario clearly. I have multiple tabs open--something I do throughout the day--then I click on something that opens a new window which is not one of the tabs. Sometimes this is a presentation which forces a new window, again, not a new tab. It is that new window that I wish I could close with the X. This used to be how FF worked, but apparently, not any more.

You can close a new window with ALT+F4, but clicking the X should work as well. I just tried it with a few windows and didn't experience a problem.

Try running Firefox in Diagnose Firefox issues using Troubleshoot Mode. If it works properly, then one or more of your add-ons is causing the problem.

I restarted in Safe Mode as you suggested, and the X worked fine. So it must be, as you suggest, one of my plugins. Any way to determine which one without having to go through disabling them one at a time?

Well, you can disable them all in one go via Safe Mode again. Just checkmark the option "Disable All Add-ons" and then click the button called "Make Changes and Restart".

After that, you have to re-enable them one at a time until the culprit reappears.