One of the most important things to recognise before I start: Don't try to make something permanent right now. None of this needs to be written in stone. Choose what's going to be best for you right now and know that in a few weeks or months you might want to change it. With that in mind:

What do you want out of Linux right now? A development system? Are you looking to see what it would be like to move away from Windows? Something else?

Let's start with the development system. Let's say you're comfortable on Windows and just want to do a few things that are easier or more convenient on Linux. In that case, you probably want Windows Subsystem for Linux. This will get you a bunch of things, including the ability to quickly and easily try out a bunch of distributions. Of course, this is going to be primarily a command line experience. You're not going to get the "full experience" with a desktop environment, etc. But if you just "need Linux for a couple of things," this is a great intro.

Next, let's say you want to try Linux out, see what the desktop is like, etc. This is a great opportunity to try a virtual machine. You'll have limitations (less hardware access, maybe not as smooth a desktop as if it were on the hardware directly), but it's a great way to play with distributions, especially if you want to explore multiple distros. (I'll get to distros below)

Got a distro you want and want to try it as your "main environment" for a while? Other folks have mentioned how to dual boot. Here, the most critical part in my opinion is to put your important data onto a third partition that's easily accessible to both. On Linux, I'd suggest bind mounting directories from that partition in your home directory. If you want to wipe an OS later it'll be a bit rough, but you can do it. You'll just need to boot from a live USB to do it, and of course be very careful about what partitions you delete.

Now, for distros:

Everyone is going to recommend their pet distro, and to that end I recommend [REDACTED]. But! Here's my actual guide for selecting a distro:

1. Got a friend who's willing to spend a decent amount of time helping you? Go with whatever they suggest, at least for now. It's okay if it's not where you'll be eventually. What they're familiar with right now will speed up their ability to help you, which will speed up your learning. What they use may well not be where you end up and that's okay. I do however have two exceptions to this: first, if they suggest Gentoo or NixOS as your intro distro, find someone else. Gentoo and NixOS are both fantastic, but they are very much not beginner distros. In 6 months or a year though, they might be something you want to play with if you're interested in doing a deep dive into Linux. Second, have them with you while you're doing the install. You want to be doing the install, but they should be there to guide you and answer questions.
2. Doing this on your own? Go with a beginner friendly distro. The main recommendations I have here are Ubuntu spins or Fedora spins. There may well be people who reply to my comment spewing hate about one or both of those recommendations, and while there's controversy about both of these, at the end of the day they're both great. (Conflict of interest declaration: I work for the company that makes one of those distros, and the other one is some of our biggest competition. I applied for this job in part because I thought that one of the things the community loves to hate about one of these was Great, Actually™, but I wanted to improve some of the things that I think are actually valid criticisms.)

If internet randoms tell you "X is garbage, don't use it," feel free to disregard them. Most Linux distros are great. They all have smart, dedicated people working on them, and they each have their own vision of how they want it done. These ideas conflict sometimes, but that's okay.

And one final thing... Don't fight against your distro's way of doing something. At least not now. Most people telling you to do something that works against the distro are doing so for ideological, not practical, reasons. You don't need to get involved in ideological wars - enjoy Linux for its positives.!