Ubuntu is a good call, an alpha release of it might not be. A lot of effort goes into making Ubuntu easy to use, and it is very popular as a result. Their forums are fantastic. An alpha is an unstable testing release however, and stands a far better chance of breaking. I suggest installing Intrepid (8.10 rather than 9.4) in its place as this is stable. That way when it doesn't work its probably something you've done
Its main limitation? Probably that programs written exclusively for windows are difficult to run. I use it for almost everything day to day, and the learning curve has been pretty shallow. Wireless support was pretty gash until recently. You can get a long way with a list of programs in Ubuntu that perform the role of ones that you are used to in windows (msn = emesene, pidgin = pidgin).
system -> administration -> synaptic package manager is a pretty graphical interface that lets you search for programs to install
applications -> terminal is where the fun starts
Id expect you to start with the graphical programs, and move towards the terminal as time goes on. As an example, typed into the terminal:
sudo apt-get update && sudo apt-get install ubuntu-restricted-extras
this will first update the list of programs available to you, then install the set of programs 'ubuntu-restricted-extras'. These are nice things like flash, microsoft fonts, java, the ability to play mp3s. You could alternatively install this using synaptic, but it'll take a little while to find the package. the && means execute the code to the left, wait for it to finish, then execute the code to the right.
I suggest having a play. "ls /" without the " will list everything in the root directory. This is your equivalent to my computer, it'll contain boot (where boot files lie), bin (binaries), and slightly more cryptic places like /etc. After a while, probably during the first time you play with things you're unsure about as root (the admin, sudo x means do x as admin), the system will break quite badly. At this point shrug and reinstall, or try to backtrack.
If there's anything more specific you'd like to know I'll do my best, it's always good to see someone new coming to linux.