The above is excellent advice.
I would recommend the following as a way to get the most out of linux, learning-wise.
1. Get a distribution that a whole lot of other people are running, so that when you have questions, you'll have a lot of available resources for answers. I'm not saying it's the best distribution, but, boy, when you google it, you don't get a whole lot more hits than when you google Fedora Core.
2. INSTALL IT! (Whee!)
3. Play with it. Some things to get done (to make life challenging):
Get Wine Running (it's kinda fun).
Write some hello_world.c programs and compile them.
Get a caching only nameserver running on it.
After you've done this, do what you really should do (what every one should really do) and install linux on an old, underpowered pc, and stick it on your network.
I currently have such a machine that's acting as my firewall / router...
Another Unix-based machine (actually running Unix, and not Linux -- it's a NeXT cube) sits in a closet and acts as a time and authentication server.
A third server (A Macintosh G4) sits on a desk and provides some massive file storage.
A fourth box sits on a desk and .. er.. achem.,.. helps me out with Everquest.
Learn!