Absolutely agreed. I would *not* recommend Debian for your frst Linux install. Or even your 21st.
Every system needs a boot loader and all come with either LILO or Grub - most offer either. I'm biased - I've used LILO a lot and never used grub. LILO is the older, more proven loader that may have an odd limitation or two and grub is the newer loader that may have a different limitation or two. Grub has a weird syntax, though. But the choice is yours.
Yes, installing a Linux bootloader to the mbr can be dangerous, but so can any major system change. There is an option to use NT's loader but I don't know much about it, never having used it, and I wouldn't recommend letting Windows control your boot process.
I have an XP system but haven't put a Linux on it yet - still not comfortable with a "hidden partition" issue I have. I also have a Slack box that dual boots W2K and would triple boot Debian except that my Debian's a bit of a mess at the moment. *g* As far as a simple dual boot, most installations pretty much take care of it for you. You just need to tell it possibly where your NT is and where your Linux is going to be and where you want LILO or grub and it installs the loader and creates the lilo.config file for you. Honestly, you *can* get completely messed up but I actually had more trouble with getting Slack and Mandrake to triple boot than with any Linux and any Windows to dual-boot. And I've never permanently lost an operating system - though I needed my Slack boot disk after I installed Mandrake to fix some stuff *g* - so you should be okay. And don't overstudy - there's two large groups of people and one small group - the two large ones are those who don't try to learn a damn thing and those who try to completely understand *everything* before taking the first step. The install part, when it goes well, is actually minor compared to actually configuring and running the installed system. That website you found looks like it might go into a little too much detail for most purposes. A simple Mandrake/XP dual boot, or something like, should be okay. I don't much care for Mandrake but it's a very easy install and plays well with NT.
Sorry about the length. I seem to be in ramble mode.