Well first and foremost find yourself a distro you like, I'd suggest something Debian based if your just starting out but no judgement if you want to so to speak jump in the deep end. After that you'll grab a .iso file from wherever said distro keeps such things and you'll need to learn how to 'burn' that to either a USB drive or a regular disc if you want to do it old school. Then you'll need to learn how to get to either the boot menu or BIOS on your computer in order to get it to start from the new OS you've just plugged in. After that the install menu on the new distro should walk you through the rest. Don't worry, I know it sounds foreboding but I first did it as a kid, it's easier than it looks.