Knoppix is a Linux distribution that can be run entirely from CD. It does an amazing job of detecting your hardware, and is relatively fast considering it runs from the CD. Once you decide you want to keep running it, it can be installed on your hard drive with little fuss.
"Knowing Knoppix" is a free book intended for beginners. It seems to be fairly comprehensive, and is probably a good place to start if you want to experiment with Linux.