You need to choose a distribution ("distro"), get some installation disks and run the disk to install it. You need to check that your computer has sufficient memory and other specifications are sufficient to run your choice of distro. (You'll also need to reformat in a linux format, but the installer will allow you to do that.)
I suggest you download a "live" distro (ie can be run from cd) first, then you can see if you like the distro before going ahead to install it to your hard drive.
If/when you have more specific questions, give some more details in your question - like what your computer's specifications are.