I'd use VMWare player, it's insanely simple to install most linux servers on VMWare, it does all the settings itself.
The best thing to do is find out which server you're using on the class, if you want to get a head start. There are big similarities between them, but there are some differences which could mean you're learning the wrong thing which would just be pointless - ie how you install apps can vary from distro to distro.
The first thing I'd do is learn a few basic commands for navigating the file system, and learning how to modify text files using basic text editors. Look for the cd (change directory), ls (list files/directories), mkdir (creates a directory) and rm (delete****) commands, along with a text editor such as nano or vi. I prefer nano as it's an easier transition from notepad or textedit. Vi has some more powerful features but you're unlikely to need them early on.
Then just have a look around and learn what is where, install a few tools, apps and servers and try them out. Just have a play.
I'd also take a look at
this article which seems to give a fairly basic understanding of what goes where when you're navigating the file system.
****BE CAREFUL using rm. rm * deletes everything in the current directory, rm /* deletes everything in the root directory.