There's a slight learning curve to linux, many different 'flavors' with different program managers, ways to install software etc. Most of the newer ones out there are much MUCH easier to use even for a 'noob' than they ever used to be. As others pointed out though, software can be an issue. Since so much of the world is on windows that's the priority for most programmers. Sometimes hardware drivers can be hard to come by or slow to be released for linux over windows.
They do have a variety of open source software that compares pretty well to full versions people are familiar with. Instead of ms office there's open office, a full array of spreadsheet, word editor etc. Gimp instead of photoshop, blender for 3d stuff, handbrake for video editing/encoding.
There are some that are so small you can copy them to a thumbdrive, set your usb ports higher in the boot order than your harddrive and it will allow you to run a lite version of linux as if you installed it with access to all your files on your hard drive without touching/disturbing your windows install.
http://www.ubuntu.com/download/desktop/create-a-usb-stick-on-windows
http://www.pendrivelinux.com/
http://www.makeuseof.com/tag/5-best-linux-distros-installation-usb-stick/
Learning to move around linux isn't a whole lot different than osx (apple) vs windows. It's different but similar enough you can still navigate it.
Most distributions are free although there are a number that you can buy as well. Essentially the os is free and what you're paying for is support, them putting it on a disc for you (if they mail you a hard copy) and a grouping of many programs. I bought a copy of open suse linux a few years ago despite the fact it's free. It was like $10-15 and came on something like 12 or 14 cd's, saved me the grief of downloading it on slow internet and came with well over 100 applications I had the option of installing. If you have fast internet and downloading a gig or two isn't an issue then plenty of places to legally download them for free.