Unix is just like any other operating system. It controls the hardware and manages running software and processes. I would not be too concerned, at first, about which desktop or windowing system you use. You will learn much more using the command line. But the two most popular desktops are Gnome and KDE. However, there are many other window managers around.
Coming from a Win background, you may prefer to install Gnome or KDE, doesn't matter which one and it usually comes down to personal preference. However, both are heavy weight installs, like Windows, so you need a decent machine to run them (but nothing like Vista or even XP).
The biggest thing to get used to is forgetting MS Windows methods and totally immerse yourself into the learning process. Too often people have become comfortable with the easy to use GUI of Windows where many things are done for you but are potentially less flexible. In Unix, you frequently start with bare bones software but that same software is highly configurable. It just takes time to learn all the ins and outs.
The cool thing, too, is things don't change every year with every new release. You can be confident that any techniques or methods you learn will remain the same and stable for years to come.
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