I learned on a very old distribution of slackware that didn't have an x server for my video card, so I had to do all the configuration in console mode, and it didn't come with any kind of dialer/PPP program, so I had to write my own script. It was a nightmare. It took me at least a week to even get it running with X (the GUI, the windows like appearence). The second I got it running, I formatted the disk and did it again so I wouldn't be afraid to make mistakes.
It's come a VERY long way since them, and I mean like light-years, but it can still be very frustrating when you start. For that reason, I suggest you use a second box for your linux box, or at least partition and dual boot with Windows. That way, if you get too frustrated, you can reboot and forget about it for the night.
Once you get it running, try to lean the basic commands so you can at least move around the shell. They're generally in /usr/bin. A good way to get aquainted is to do this:
cd /usr/bin
ls
that will list the majority of the commands you will want to be familiar with (and a whole lot more), but if you do whatis on them, it should give you a short explanation. eg:
whatis ls
Once you've gotten comfortable with moving in the shell and have an idea of what kinds of commands you have to work with, you'll at least be able to say you're familiar with it. Then try to install some programs. Use both rpm's and tarballs. You'll have to read instructions with them to get the idea.
Once you've done all of that, you'll know more or less what it is that you want to ask. Then you can read the man pages (like 'whatis ls' except 'man ls') and learn all of your super cool options. By this point you won't really need to ask questions, because you'll already know what kinds of things you can do, and you'll know where to find out how, but you can come back and ask anyway.
You'll also want to read help files for configuring and starting/stopping basic services, httpd, ftpd, sshd, etc. to get a familiarity.
Another, less good, option for learning the shell and basic commands is to download and install cygwin and run it on your windows system.
It can take a while to start feeling kind of comfortable with it.
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