Yes...
Did you have any questions?
There are a lot of different distrubutions out there. The easiest to learn with are probably Red Hat and SuSE. So I'd start with Red Hat, then go to Slackware and then FreeBSD. (FreeBSD is of course not Linux but you will see similarities.) My experience with BSD is very limited.
Do you plan on using it as your main system, or do you want to install it on a secondary computer. Or did you plan on partitioning your hard drive and dual booting between Windows and Linux?
If you enjoyed (or even remember!) the old days of a DOS command prompt, you will grow to like linux/unix. I think the hardest thing for people from the MS world to grasp is the different hierarchy in the file system structure. (i.e. the 'root' directory is not based on disk volumes, like C:\)
There are some nice graphical features in Linux, but I still prefer the Windows GUI to any of the ones I've seen for Linux. Then again, I don't always want a GUI. I've often found myself opening command prompt windows in Windows anyway instead of doing something graphically
I'd also suggest keeping your Linux/Unix systems disconnected from the Internet when not in use (or blocked off behind a hardware firewall) until you figure out how to properly secure them.