Many people think they're going to have a hard time when they change to Linux from Windows - I thought so too. But the fact is that Linux is much more user-friendly than Windows is. Linux has got a reputation of being a nerdy operating system or a operating system for nerds - and it was like that once, and it still is with certain distributions. But(!) it is not like that with most of the Linux distribution. Many distributions aim at making the perfect operating system for the user to use daily - with nice graphical effects, and easy-to-use configurations and applications.
Another great thing about Linux is that it's open source. This mean that everybody can read the source of the operating systems, and eventually also the applications the operating system uses. Some operating systems do actually try only to use open source software. But what's the great thing about this? Well, one of the great things about it is that everybody can come with improvements to it. This sounds a bit badly, because does that mean that someone could put a virus, or something similar in the code? - Yes, but(!) the source with the virus or similar will never be accepted and be published on the website - at least not the official website, it's another thing with private person's websites. This open sourceness does also attract programmers to the Linux-platform, which results in a lot of development, new software, bugfixes, and the best thing: compatibility with a lot of hardware.
Linux is as easy to install as Windows is - if not easier. You burn the operating system onto a bootable disc, puts the disc into your computer, and reboot your computer. The next thing which will happen is that you'll see a menu, where you sometimes can try the operating system without even installing it or letting it touch your harddisk (also called a Live CD) or you can simply installing it right away. The steps in the installation process will often be graphical, so it's easy to get through.
I will suggest you to try out Ubuntu as your first Linux distribution. It is very easy to install, and ships with a lot of applications (offices, graphics, games, ...) so that you can use it right away. It does also have a heavy graphical environment, which most people like. If all this doesn't fit your needs, you shall check out other distributions in order to find the right one for you. Another option is to tell us, here at TotalPenguin, about your needs, and we'll try to suggest you a distribution.
Good luck, and if you have any questions: ask!