If you've got no previous experience, I'd install RedHat -- installation's a breeze, and there's not so much eye candy that you feel like you're back in Windows. (If that makes sense.) It's not really going to matter what distro you start out with as long as you get familiar with the command line -- unlike Windows, there is literally NOTHING you can do in the GUI that you can't do from the command line.
Immediately after installing, read lots and LOTS of man pages; sites like rootprompt.org are good for learning small solutions to practical problems, too. I like rootprompt nearly as much as I like slashdot.
Finally, I'd recommend *against* buying any kinds of "Linux in a Nutshell..." or other Linux-specific books. I've found that these are usually padded with tremendous amounts of fluff. Instead, go for something from O'Reilly -- I'd recommend the Armadillo sysadmin book (this is my BIBLE at work). This'll teach you as much as you could ever want to know about the command line.
... and after all this, if you're *still* interested, buy the O'Reilly Llama book and start hacking Perl.
Hope this helps -- it's scary, but it's SO much fun. Good luck.
kendrick.