hmm... i think using linux exclusively will make it easier for you to get used to it...
using both will just make you jump back to windows once you got stuck with linux instead of solving whatever problem you got in linux.
the installation process of some distributions (like ubuntu or mandriva) is easier then windows's installation process, and getting used to the basics of gnome is very easy and intuitive.
but if you have a certain game you want to play, you'd have to check if it has a linux version, and if you can get it for free because you already bought the windows version.
and if you highly depend on office documents, check if open office can read right.