Windows to Linux

At the momment I am a full time windows user and have been most of my life. I would like to try linux. I've looked at some of the interface and like what i have seen and i want somehting new to mess with.

Before i start messing around i was just wondering what i should expect as far as diffuculty to install(it has to have gotten better form the last time i tried)and what type i should try using first(I'm guessing this is going to be redhat or mandrake although im partial to mandrake just for the name ill use whatever is recomended.

Would it be wise to try and make a partition and work bewtween linux and windows(has no idea how to do that) or just switch over altogether.

What advantages does linux have over windows and what will i be giving up when switching.

If it helps at all im running win 98