http://www.zegeniestudios.net/ldc/index.php?firsttime=true
go here and give the quiz to get started.
to get me jump started, just my curiosity about linux did the job. every modern OS is more or less the same so even if you are used to windows then even it won't take you much time to get used to linux.
i prefer ubuntu and its LTS release is out which is 8.04. LTS means that it is its the long term support release and will be provided with updates for 3 years for desktop version and 5 years for server version.
there are many desktop environments for linux like gnome, kde and xfce. gnome is full featured but not so great looking(see ubuntu 8.04 screenshots using gnome http://www.thecodingstudio.com/opensource/linux/screenshots/?linux_distribution_sm=Ubuntu%208.04%20Hardy%20Heron%20LTS). kde-4 is full featured and looks quite beautiful(see kubuntu using kde4 screenshots http://www.thecodingstudio.com/opensource/linux/screenshots/?linux_distribution_sm=Kubuntu%208.04%20KDE%204%20Remix ) kde 3.5 is its old version (see kubuntu using it here http://www.thecodingstudio.com/opensource/linux/screenshots/?linux_distribution_sm=Kubuntu%208.04%20Hardy%20Heron%20LTS ). xfce is light-weight and suitable for older hardware (see xubuntu using it here http://www.thecodingstudio.com/opensource/linux/screenshots/?linux_distribution_sm=Xubuntu%208.04%20Hardy%20Heron%20LTS ).
kubuntu and xubuntu are just ubuntu using a different environment. these three are the most popular desktop environments but there are many more.
you can consider open-suse also as its very pleasing visually. i tried the openSUSE11 beta with kde-4 and was quite impressed. you can see which linux distro you want by just downloading their iso's and then try them without installing just from their cd's and see which one suits you.
download ubuntu here http://www.ubuntu.com/getubuntu
download openSUSE 10.3 http://software.opensuse.org/
get pclinuxos 2008.1 http://linuxtracker.org/index.php?page=torrent-details&id=95ccdc13c5722487b93f6dced44eb8ee67fa5198
you should consider torrents as they will ensure that you don't get a broken download. you can find torrents here http://www.linuxtracker.org/
it had got torrents for nearly every distro. i prefer torrents. they maybe a bit slow but they do save the central sever from too much load and also ensure that you don't get a broken download.
some common terms which you are going to come across
livecd: distors use this. it allows you to boot from your cd to run the operating system from the cd without installing to the harddrive and allows you to explore your operating system
compiz-fusion: composite window manager for linux which eye candy for linux distro. born from merger of beryl and compiz. see it in action here http://www.youtube.com/watch?v=7HmuMwfASD0&feature=related
it is been defaultly included in all three distros which i gave download link to but in ubuntu, installation of compizconfig-settings-manager is needed to use all plugins like desktop cube and 3d windows.
wubi: it is a software which creates a dual-boot setup with windows without creating any actual partitions and upon boot, you are asked which os you want to login in and allows user to remove ubuntu like any other windows program. from 8.04, this has been added to the installation disk for ubuntu which you download and you can choose this option using the installation disk.