Those who want to safely experiment/try linux do this:
Method 1:
-get an EMPTY pen drive. 64gb or larger, bare minimum 8gb. This pen drive needs be formatted by below tools.
-download
YUMI – Multiboot USB Creator or
UNetbootin (as suggested by Comm4300) or any other Multiboot USB Creator.
-start the downloaded Multiboot USB Creator. Follow simple steps to prepare the pen drive for multiboot. This pen drive will be formatted.
-These tools generally provide links to download various linux OS and other tools. Download what you want
-keep adding to your pen drive all the linux OS / tools you want to try.
-reboot and boot from this pen drive.
-choose the OS you want to boot from the menu.
-play with it (but do not install yet) to get an idea how it is.
-typically settings and changes will not be saved.
Method 2:
If you have a EMPTY hard disk you can directly install all these OS and experiment. You can save all settings and changes to disk.
After this experimentation you will get an idea of which OS you want. Then you can install it safely along with your existing Windows. TracerBullet already gave a lot of info on installing safely with backups.