Before you start a Linux download, keep a few things in mind:
1) Which distro do you want? Examples are Red Hat, Ubuntu, Debian, Linux Mint, etc. By and large, the core features are the same. Read blog posts or articles about different distros, and find one you like. There are also forums for most of them where you can research the distro you are interested in, and ask questions of people who already use it.
2) On what kind of computer will you install Linux? If you have a laptop that you want to use you might need one version, or a different one for a desktop or a server. Most distros come with at least 32-bit and 64-bit versions, and many of them offer special laptop, netbook or server versions. Many modern machines can run the 64-bit version, but check your specific machine first, or you could be doing your Linux download twice!
Special note for laptop and newer hardware users: It is possible, even likely, that there will not be drivers available for your specific hardware right away. Do a search for your PC and the name of the Linux download you want, or look through the forums. Someone probably tried to run Linux on it already, and you can see if they were able to get it to work with hardware like yours.
Once you decide on a distro, you can start your Linux download. Normally the Linux download will come in an .iso format, which simply means it can be written directly to a CD, DVD, or other media. After you create your media, you can use it to install Linux.
Finally, put aside any concerns you have about legality and security. Most distros are free in any case, and if you do your Linux download directly from the publisher’s site, you should have no security issues at all.
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