Mozillas petition to get an answer from Microsoft, is it using your data to train its AI?
(foundation.mozilla.org)
I recommend a virtual machine on your Windows PC as a host.
Start simple, e.g. do all your web browsing in the Linux VM. Don't try to transition entirely to Linux in one go, that's too much. Once you're comfortable in the web browser, add one more piece of software.
Eventually get to the point where you're doing everything in the VM for a month or so, and then boot into it directly. Or perhaps buy a second PC and a KVM for your keyboard/mouse/monitor. Because you might find there's one thing (e.g. games) that works better on Windows.