I started with Linux just 3 years ago. The learning curve was a pain and revalation at the same type ... I absolutely love Linux now I am paying money just to use it.
The first thing it will teach you is how little you really know about computers coming from Windows that is, the second how much more computers can do and the third and most important that there are so many possibilities and you can have so much fun flipping your's and other people's perceptions around and you don't need a Ph. D. and 25 years of experience and/or dads permission to break it reassemble it and change it --- those things will eventually get you addicted to it.
Choosing how to learn it is a lot about what type of a learner are you do you do best when you 1) throw yourself in deep and slowly but painfully get running - that for me is the only way...
if yes then download and install it and slowly forbid yourself to use the old programs you used to use. Believe it or not Linux has everything and 1000 times more for FREE and it interoperates with Windows.
The human brain needs exercise to stay alive to much open windows and currents are not good
just kidding .... or am I
2) or do you slowly emerse yourself into the reality of using it and gain comfort before you start running - if yes get a book, you are lucky today there are many books for Linux all kinds
Amazon.
One thing I wanted to mention is that if you absolutely hate browsing the internet in search for answers you may end up hating the whole experience I am not a very happy browser myself but a healthy those of that is absolutely essential as Linux is ever changing and driven by a community of people and their ideas ... which are best found on the internet irc, forums, groups etc.. Most forums will expect you did your part and searched before making extensive efforts to help you, even thought I find people are kind and would but do not abuse it!! ... remember it is not 400/hour for support it is free
here is a list of links you may find helpful:
www.distowatch.com a list of many linux distributions and versions and ratings.
www.linuxjorunal.com - an excellent magazine with articles, opinions and how to's on linux.
www.opensuse.org - an excellent Linux distribution that can be easily installed for a dual boot with windows and will resize your windows partition automatically and best of all it is all graphical so you don't have to know all those unix commands
)
http://tldp.org/ - the Linux documentation project.
Good luck!
George