My $0.02
A good and arguably the best way to learn linux is too install UnxUtils on your Windows PC. Allows to run most commonly used Unix utilities such as grep, tail, find, etc. in the command line mode, alongside Windows native commands. Cygwin works fine too, but has a bit too many (and in many cases unnecessary) things for beginners.
For GUI, you can install free VMWare player and use any of the Linux distributions available as VMWare images. The one we have in this forum, for example.
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