Be careful with any dual boot. Newbies tend to not read installers questions or the installers assume some things.
Play with live cd/dvd/usb's.
for some easy ways to make a usb in windows.
Almost every distro can be placed on a usb just as if it were a real hard drive. Just be careful and know that you need a backup first of windows. Ntbackup with system state or other quality backup app. Be sure you know about hidden partitions and how to recover your system from total disaster.
Play with live media and online media.
Almost everyone here has used dual boots. They are common but carry the most risk I'd think.