I've never gotten along too well with virtualization, but would second the ThinkPad idea, or something similar. Old/cheap machine for tinkering is a good way to ease in, and I think bare metal feels more friendly.

I'd probably recommend against dual booting, but I understand it's controversial. I like to equate it to having two computers, but having to fully power one off to do anything* on the other one. Torrents stop, music collection may be inaccessible depending on how you stored it, familiar programs may not be around anymore. I dual booted for a few years in the past and I found it miserable. People who expected me to reboot to play a game with them didn't seem to understand how big of an ask that really was. Eventually things boiled over and I took the Windows HDD out of that PC entirely. Much more peaceful. (Proton solves that particular issue these days also)

That being said, I've had at least two friends who had a dual boot due to my influence (pushing GNU/Linux) who ended up with some sort of broken Windows install later on and were happy to already have Ubuntu as an emergency backup to keep the machine usable.

*Too old might be a problem these days with major distros not having 32bit ISOs anymore