1. Download a Live CD of a Linux distro (some good ones to start are Ubuntu, Linux Mint, openSUSE, Fedora) and boot your computer with the disk in your computer. It will let you boot into Linux and run it off of RAM, it doesn't make any changes to your computer. (You can also do this with a USB drive if your computer doesn't have a CD tray.)
2. Use VirtualBox or VMWare to create a virtual version of Linux running inside Windows. This will let you try out Linux non-destructively without having to reboot your computer or step outside of Windows. You can try as little or as much of it as you want this way.
3. Create a dual-boot setup with Windows and a Linux partition. This will give you hands-on experience with a Linux OS on your hardware, so you can see how files/applications/settings work in Linux. This will make changes to your computer, so I recommend trying the above first.
4. Wipe an old computer and put Linux on there. This gives you the advantage of having a dedicated machine to Linux, so you might try it out on a machine you don't rely on for day-to-day work. Make sure you make a system image backup before you install if you ever want to return the computer to Windows.
After you choose a method (you can graduate, too, try methods 1 or 2 and then move on to 3 or 4), Google some linux help articles/videos. Look up Bash commands, this will be helpful when using the terminal. Make sure you understand the architecture of your distribution, distros like Ubuntu and Linux Mint are Debian-based, and some applications have compiled .deb versions that will work automatically. Likewise, Fedora and openSUSE can make use of .rpm versions of applications, and have a different structure than Debian-based versions. There's other bases for Linux distros, too, you'll hear about Slackware and Arch at some point.
There's also a difference between OS, or Linux Distro, and Window Manager. You may hear about Unity, Gnome, KDE, Enlightenment, Cinnamon, XFCE or MATE. These, and several others, are Windows Managers, they control the look and feel of your desktop (as opposed to the innards, the structure and architecture underneath that makes stuff run). In Windows, Aero/Modern UI is the Windows Manager, while NT is the architecture. It's similar with Linux, but users can choose which Window Manager they want to use with which distro. If you like lots of options and customization, start with something like Unity, Gnome or KDE, if you like minimalism start with Enlightenment or XFCE.
Last bit, go slow. Don't try to learn everything at once, or try everything at once. You will likely screw up, and you may wind up reinstalling the OS a few times until you learn how to fix it. Don't give up, it's a marathon not a sprint.
And most of all, have fun. Tinkering with stuff like this is all about finding what fits YOU. Other people have their opinions, and some with argue with you about it, but the beauty of Linux is that anyone can customize it and build it the way they want. The way that fits them. Enjoy.
