This is a good discussion, and I hope you are getting the message to dive in. If you want to start dipping your toes in, do this:

• Download the latest ubuntu and burn it onto a cd.
• Put the cd in your computer and reboot from the cd (you might have to find out how to get your particular computer to boot to CD)

That's it...you are now in linux.

As for what to do next: try to do the things you normally do. Surf the web, play a few games, write a grocery list. If you save files use a usb drive because with a live cd you won't necessarily have a persistent place to save stuff.

You can install to an extra drive (internal or external) or create a dual boot system (though I find windows partitions impossible to resize to create room, so try wubi in Ubuntu if you like).

But dive in...you'll like it.