What is Linux?
Linux is an open source operating system similar to Windows or MacOS. It is often called GNU/Linux as Linux has many tools from the GNU project included. There is not just one version of Linux, there are many, usually called distributions, or distros for short. Those distros include Debian, Ubuntu, Fedora and Arch Linux. In principle, each version can do the same things, but some distros are easier to use for some tasks or are dedicated towards specific use cases.
Why using Linux?
The installation of the Robot Operating System (ROS), a useful framework for developing robotic systems, requires Linux on your computer. For the best experience (and the least headaches), I recommend installing Ubuntu 18.04 with ROS Melodic alongside Windows.
Note: You also could install Ubuntu 20.04 with ROS Neotic, but as it is still in an early stage, some functionality might still be missing.
Installation
Having those two operating systems installed allows you to still use Windows as you already did before with the possibility to use Ubuntu on the same computer. This reduces the amount of hardware necessary for doing the job while allowing you to use the full capacity of your computer. The process of installing two operating systems on one computer is called Dualbooting.
The following two articles will show you how you can prepare a USB drive for the installation and how you install Ubuntu on your computer.
After finishing these guides, you can continue with installing the Robot Operating System (ROS) on Ubuntu.