One of the concerns that many have about trying out a new OS is that they do not want to mess up their currently installed operating system which generally is Windows. The idea of messing up and losing all their Windows files puts many into a state of fear that makes them not want to try new things like Ubuntu. Luckily there are ways of trying Ubuntu without even touching Windows.
First of all, download an Ubuntu ISO from their website. These instructions will actually work for any distribution of Linux that provides an ISO file so they can be repeated with other versions.
Once downloaded, burn the ISO to a CD as an image and not a data disk. Put that disk into your CD rom and reboot the computer. Most computers will boot directly from the CD first. If yours does not, you need to figure out what key to press to get to your BIOS and change the settings so that the CD rom boots first before the hard drive.
Once your computer starts booting off the CD, you will see an Ubuntu start screen. Just hit enter here. All you are doing is previewing the OS and not installing anything. Do not worry about installing it because you will take a series of buttons to get to the actual point of installing the operating system so it can not be done on accident.
If you know how to work with virtual machines, you can boot a virtual machine with the ISO file attached as a CD and run the Ubuntu ISO the exact same way except virtually.
Note that the CD experience will be a bit slower than when it's actually installed. This is because it takes longer to load data from the CD than when it is installed to your hard drive.
Operating systems like Ubuntu provide the user a way of experiencing the operating system without installing it over Windows. There are ways of running the operating system on a CD to test out the system.