Well,
firstly, I am also a beginner level, but I know my way around and Linux works for me fine. As for security, since most people use MS products, they take away most attention of "Sie Germans"

, though what will become of it in the future I don't know. There are some people here who would probably have a more detailed answer.
Best security measure I know is using a typewriter and ink which is readable only on special occasions (like full moon, durins day,...

. In order not to get crucified by other geeks here for this blasphemy, I have to mention that Linux is inherently stable system, with security measures visible from the first steps you make.
Anyway, for the "odd names" you mention (And windows is not a silly name?What would you like? A "Catholic Church mass Linux ver 33"?) Those are distributions. These consist of Linux itself (the OS kernel, I won't bother to explain that, you'll see for yourself, he he ;-> ), various programs (ranging from just a few to several hundreds (thats Debian for example) ), and some predefined system configurations.
This last part is actually most important, I believe, for somenone who is just beginning to make first steps.
Some of the distros (like Knoppix) are already pretty much configured and have pretty good autodetection capabilities (meaning that they will detect your graph card, wheel mouse, printer, monitor, etc without need for any drivers in most cases (provided that you get the latest version) ). With these your primary task is to grasp the basics of GUI. As for other (e. g. Slackware, you will have to start learning the way of Linux from the beginning, or no music, movies, ... This doesn't mean Slackware is bad (i am using it) only that you just need to learn a new OS)
As for games, Linux sucks because until now nobody cared about it. However, you don't need to get rid of XP, you can interchange between Windows and Linux at boot time.
For me, the most important advantage of Linux is the abundance of quality free software. For example Knoppix the one disc live distribution has an excellent Office, multimedia tools, many programming tools, excellent LaTeX support. So in one disc you get a fortune in commercial applications.