I landed in ON last month as Federal skilled immigrant. I am in process of job offer from Quebec. I am wondering what the difference between me and Quebec immigrant if I move to Montreal. Any services/benefits that I am not eligible?

That's a good question. Unfortunately I have no idea what the answer is. I'm sure someone will know. The Quebec government does have stuff about immigration on its website. You might try looking in there.

Bear in mind that Montreal is not all that far from the Ontario border. It's commutable. There is nothing to stop you living in one province and working in another (Gatineau is proof of that).

Why on earth would you want to live in eastern Ontario and commute to Montreal ?

Clearly it's not the ideal option but it could be a stopgap. It appears that this chap has just arrived in Canada, has yet to get OHIP, has probably not got a SIN etc and is looking at working in Quebec. He may well find that, if he gets a job in Montreal now, the red-tape he has to jump through as a very recent Ontario-landed PR is a pain. It could simpler, for a while at least, to remain Ontario based. If you work on the western fringe of Montreal, say Dorval, Ontario is not far away; maybe 30 minutes. It's not a particularly fun bit of Ontario, I admit.