Don't play around in a VM. For one, virtual hardware doesn't react the same as your actual hardware and two, you will still have Windows there for when you are struggling with a certain task that may be done slightly differently in Linux, it will be easier for you to do the 'task' in windows and it will stop you from learning about the guts of Linux to your full potential. This also goes for dual-booting.
Backup all documents, photo's, audio/movie files, program configs etc on Windows and keep them safe, at least by doing this if after your trial run you feel Linux just doesnt cut it for you reinstalling Windows will be less painful for you.
Read up on distros either one their homepages, ask users here or check out distrowatch. Make a decision based on the factors that are most important to you in an operating system, burn the ISO and install it to your main hard drive.
A few simple examples would be:
If you want a challenge, bleeding edge software, rolling release (not having to re-install from cd everytime a new version is released) then you may want to look at the likes of Archlinux. This distribution is considered for intermediate/advanced users however I know many newbies to Linux who have managed fine with it simply by making sure they have read all the documentation first and Arch's wiki/documentation is one of the best out there. Things will break and you will need to fix them via command line.
If you want stability, tried and tested software (wont be the current release), a great package management system and repos then you may want to look at Debian. Debian has been around for many years and is still one of the greatest distributions available to date if not the best.
Don't forget, choosing linux distributions isn't the same scenario as say deciding what version of Windows you want installed, or say choosing between Windows and OS X. A Distribution like debian can be customised to any degree you want, as can any other distribution. You can install the desktop environment of your choice, the software of your choice and configure them the way you want them.
Another point I would like to get across as others have said, GNU/Linux is not Windows, will not work the same as windows or look the same as windows but for the love of mankind don't give up! If you are trying to accomplish a certain task and it doesnt work the way you want to don't throw in the towel. Google for a suggestion or ask on forums for help regarding what you are trying to do there are more communities dedicated to helping linux users than people realise.
I have been using linux since 1993, I was 8 years old. I completely switched over from Windows/Mac OS in 2006. I will never look back I have my systems the way I want them and in turn have learned a fair bit about how GNU/Linux works. I don't consider myself an expert to any degree because I still learn new things even today but thats one of the great things that make me choose Linux!
Sorry for the long winded post, but I hope you have fun regardless of your decision!
edit: The above post is my opinion and the "cold turkey" approach worked for me. I stand by what I say above but it may not work for all... just remember to back up everything you dont want to lose!
Edited by sean.ferguson, 24 May 2013 - 16:16.