No Linux does not have a system restore. I have not been bold enough yet to abandon (please don't be cruel) Windows. I really want to make sure that I have a good grasp on scripting (command line Linux), and other formidable Linux tools.
I personally would find a Linux variety that has more support and has been around longer (like one of the top ten mentioned in DistroWatch Debian, openSUSE, Slackware et cetera). If you intend to just try different things and you have anything worth keeping, put it on a different partition!
Other members have alluded but not really concretely wrote out what this could intail. On installation you can have your home directory on a different partition and / (which is short for the bootable system) on another. Or you could call up cdisk or fdisk and make a partition on the leftover space on your drive.
Then you could copy everything valuable there, or something closer to Windows use tar, or FileRoller.
But my best advise if you are a slow learner like me take your time and study the man(uals and info), and the documentation. They all are easier to find than the same information about Windows. But Linux Questions is also a resource. Hope this helps.
And I still give much respect to the Senior members.