There are three things you need and you only need to install one. That one is the software you need to create a bootable USB flash drive. A USB flash drive of 16 gigabytes or less is inexpensive compared to buying and ruining blank CDs.
You need a USB flash drive of eight gigabytes or more and the ISO file of almost any Linux distribution. Which distribution doesn’t really matter. I recommend using one based on Debian, but not Debian itself.
I wrote about using a USB flash drive in the past and I haven’t discovered any new software packages for Windows since then that will work better. I can’t tell you what to use on a Mac because I’ve never had or used a Mac.
While you can create a bootable Linux system on a USB flash drive with almost any distribution, there’s a few in particular I recommend and they’re based on Puppy Linux. Why? Because it boots and then runs in RAM, making no changes to the drive until you save settings or shut down.
Puppy Linux doesn’t get updated often. But that’s okay. You want to learn how to use it, not get the bleeding edge version of one distribution or another.
There are two official versions of Puppy Linux, Slacko Puppy and Tahrpup. Tahrpup and Tahrpup 64 are based on an earlier version of Ubuntu, which itself is based on Debian. There are unofficial versions and if you want something more up-to-date, I recommend visiting Dog Linux.
The XenialDog 64-bit distribution is as up-to-date, it its own way, as the distribution I’m using on my Laptop. I’m using Linux Mint, itself based on the Ubuntu Xenial (16.04) distribution.
The key here is that you don’t have to install it to use it. Everything you need is stored on the USB flash drive and when you install something new, it gets saved to the USB flash drive. If you’re adventurous, you can even create your own version of Puppy Linux with the software tools the team makes available.
If you use any USB-based operating system, there’s a minimal risk to your computer system. Whatever you do to your hard or solid-state drive, you have to do it intentionally. By booting up with the USB flash drive, you make it your primary drive and it’s the default drive for file operations.
You can still do some damage to your computer system if you’re not careful. Being able to bypass Windows (or the Mac OS) is precisely why you can use it to fix things. It’s extremely easy with one of the file managers to go in and wipe out files you need when you think you don’t need them.
If you want to learn Linux (or even if you’re just curious about it), the best way is to use it on a USB flash drive. It gives you the opportunity to experience it without installing it on your computer.