I largely went with recommendations that I see on the web for how to get started with a Linux distribution on a VM. Several people recommended VirtualBox, so I went with that.
IMPORTANT NOTE if you're following along at home: The current version of VirtualBox that is available is 4.3.14, which didn't work at all for me. It has a bug (described here) which prevents it from working properly on a machine using antivirus software. Your choices seem to be to install a test build that might work or an older version. I went with an older version (the "VirtualBox older builds" link on the VirtualBox install page).
There are a bunch of Linux distros to choose from. I decided that I largely don't care which distro to start with: it's better to make progress with one than to be paralyzed by indecision. I saw several people recommend Ubuntu if you're new to Linux, so I decided to go with that. There are instructions that walk you through installing both VirtualBox (but see the note above) and Ubuntu, like here. The install was pretty smooth for me, but I did find out first hand that if you create a virtual machine and remove the "GB" from the disk size, it doesn't default to GB. (I think I made to 40 MB disk. Oopsy.) No big deal: delete and try again.
Make sure to install the guest additions (in the like above that installs VirtualBox and Ubuntu). The instructions I followed didn't include that, and I ended up with a little bitty screen with no resolution changes available.
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