If you want to check out Linux, there are numerous obstacles to overcome. You will have to get comfortable, to some degree, with using the console/shell to do stuff. But, newer distributions really make things easy. Ubuntu is probably the most accessible, as it was designed to be that way. It is supported by the millionaire Shuttleworth (the first private man in space), so you can get CDs for free.
But you can also just download it and try to install. It should magically work everything out and work right away!
(If you prefer the KDE desktop like me, use Kubuntu!)