Yeah, some Linux distributions are pretty basic, and leave you asking, "Okay, what now?" upon first boot-up. Others, OTOH, are loaded with lots of stuff to experiment with and click on.
I recommend you try out some Knoppix based liveCDs, like Knoppix, Overclockix, and GamesKnoppix. They use disc compression to cram in a LOT of software on a CD (even more on a DVD, if you have a DVD burner).
Knoppix is nice and popular, and it offers a variety of desktop interfaces to experiment with.
One nice feature of Knoppix based liveCDs is that they can be installed to the hard drive. You can even use the LiveCD during the install! This is great for newbies who hate to wait.