I’m a fan of the “just dive in” approach. You may encounter issues, but researching the solutions is where you really begin to learn. I personally like Fedora, but any of the other distros mentioned are also great choices. The great thing, if you don’t like it there’s tons off other options to try.
I’d say if you plan on using it any public places, or if you don’t have full control over all the computers/technology in your home network, it’s a good idea to run one. It’s a nice last resort should someone on the same lan have a piece of malicious software.