Linux was created by Linus Torvalds as a Unix-Like operating system.
Linux operates on an entirely different structure than that of Windows. To really explain this one has to really almost research it themselves however in a nutshell.
The two most important points of Unix-Like operating systems are
1) The Monolithic kernel
2) The Open-Source Movement.
The Monolithic kernel is essientially the ideaology that architectureof Unix-Like systems operate primarily within the Kernal Space.
The Open-Source mentality is that which transgresses simply computing and is base off the ideaology that software maintained by a community will be updated and more secure than that maintained by a private organization which anyone who has worked in software knows pushes out patches and fixs based off home users discovering critical errors and then being forced to pay for upgrades to secure and improve performance. Open-Source software is free, open to anyone to contribute and by in large can be safely declared entirely more safe from malicous attacks than non-Unix-Like operating systems.
Unix pre-dates windows, a large portion of the windows operating system is based off Unix however the major difference is how the operating systems complete processes and services within their architectural design. Modules which run in Kernal Space are updated and improved much quicker than private operating systems and generally are move effiecent at the utilizaation of resources, security and reliability.
Understanding Linux/Unix-Like operating systems gives you an understanding of everything thats happening in realtime, thus giving the user complete control of everything happening within your system and giving the adminisratrator complete control of their system.
Furthermore, it is not boring. With the amount of free software and enhancements Linux surpasses Windows as a secure operating system in both day to day operations and server implementations. The entire development of Aero was in direct response to the competition being driven by the Linux community with Compiz and similar software. I could go on for days and days.
As a starter system I would suggest installing Ubuntu within your Windows desktop so you can switch between operating systems. You can do this with other distros just not as easily. Personally I use CentOS and am an anti-ubuntu person myself, but it is the best introduction for noobs aside from Fedora which in my opinion gives you a much better understanding of all distros. Its important to note that Linux has a steep learning curve but will improve your understanding of both Linux and Windows and improve the security, reliability and efficiency of whatever operating system you choose to run in the future.
Additionally there is tons and tons of free software to use legally, such as Photo-shops cousin Gimp, the legendary VLC media player, advanced internal firewall capabilities with IPTABLES and easy to learn and implement configuration and operation of services and processes thus utilizing the maximum output of your system.