Alongside many of the useful comments here, I'd like to add one great thing about installing Linux on a new computer: you can't accidentally anything on the new computer! There's presumably no data to be lost, you can even install Linux without ever booting into the Windows environment. If you don't have it connected to your network, there's nearly no risk; even if you do, that risk is minimal. I always feel a distinct comfort imaging a system that's never been used.
As for the how, others have covered it, but just identify your distribution of choice (Fedora and Linux Mint are great starters), download the ISO from their website, plug a thumb drive into any running system, and download a USB imaging tool. Balena Etcher is a popular one and the one I use, but many others are available and popular as well if you have a preference.