Pro tip is to install a virtual machine like virtualbox or something on your Windows system. They're super easy to set up with loads of tutorials on youtube.
From there you can install any number of linux distros (I recommend Mint or Pop!) and try them out without having to commit to real hardware. I would put the VM in fullscreen and pretend it was a real system, and use it as my dedicated machine for as long as possible. You can even install steam to get a feel of the setup process (bear in mind you'll need to set up stuff for graphics acceleration to play most games but the basic setup should be fine!)
As for setup. Most Linux distros are as easy to set up as Windows or MacOS: USB in, boot, select a few basic options and stick to defaults. Reboot. Install stuff. You don't even need to deal with drivers (even Nvidia is cared for by most installers) which was nicer than burrowing through NV/AMD's websites to get their driver installers set up.
At that point you won't be wondering if youve made the right choice when it comes to your next build, and you can get right down to actually using your PC instead of googling things. Good luck!
I just assumed they were the same as "shortcuts" on Windows, coz to the end user they're not all that different - File that points you to a different file or directory when you open it