the best way to begin your linux experience is probably via a live cd (which is a cd that you can run linux from without having to install it on your computer's hard drive). This way you can see some of the things linux has to offer, albeit a live cd is much slower that when installed on the hard drive.
there is a list of live distros at:
but i would recommend either ubuntu, mepis or knoppix for a beginner as they are fairly user friendly and all include an installer (if you want to install to the hard drive) and they are all based on debian, a very stable linux distro with a very good package management tool. Ubuntu will even ship you a free cd: https://shipit.ubuntu.com/
there is a a fair bit of documentation about (depends on what you are looking for really) but the linux documentation project is a good place to look for information: http://tldp.org/