I would also recommend
linux iso. From there you can download pretty much any distro you want. There are literally tons of places to get whichever version you would like. If you are a complete n00b, as you say, and don't know what the main difference between distros is, it is basically since linux is open source, anyone is free to modify it in any way they would like. Because of this there are many distributions, or distros, available. For a new person, I would recommend fedora core 3, mandriva (formerly mandrake) who just realesed their limited edition 2005 edition, or ubuntu.
As for it being harder than windows, it really depends on you. I know that sounds like a crappy answer, but if you are willing to put in the time, you will find a lot of things are easier to do in linux than in windows. I also suggest becoming a member at
Linux For Dummies (the founder, Hawkwind can help you with just about anything), and
Linux Questions because they end up being extremely helpful.
As for games, as was mentioned, the selection definately does not compare to windows, or even mac, but by using
wine (windows emulator) or cedega, you can play most games. I know ID is supportive of linux gamers and has realeased Doom 3 for linux, and there is also a version of Americas Army for linux.
As for the live cd's (running the os totally from a cd and having it not touch your hard drive), I have read mixed reviews. Some people have a lot of success with them, and others can barely get them working. One of the most popular is Knoppix, but most distros make their own live cd versions. I honestly have had no experience with them (I have been meaning to try them out) so I cannot give you my opinion on them. It is a good thing if you are using a computer that other people use, so that in case something goes wrong, all their stuff isn't erased. Saying this, I don't know if you have looked into this, but one of the best options for a new linux user is a dual boot, so you can choose between linux or windows when you start up. This way, if you absoluely need windows for something, ir have a lot of stuff you don't want to get rid of or feel like moving, you can still keep it.