Windows and certainly macOS users get a ready-made system, but with Linux you usually have to do the installation yourself. Very little hardware comes with Linux already installed.
Different installation methods
Each Linux distribution has its own installation method. Some distributions, such as Manjaro and Elementary OS, aim for a simple and attractive installation process. Others, like Debian, require you to go through a series of questions and dig through a fair bit of text. Fortunately, Debian does provide live media and the Calamares installer for a more user-friendly installation.
Arch Linux, on the other hand, doesn’t use an installer at all. Instead, you’ll need to follow the instructions from a wiki article or use the experimental archinstall wizard. This does require some knowledge of the terminal, so it may not be the best option for beginners.
Live media and Arch Linux
Debian also offers live media for you to try out, which use the clearer Calamares installer. An Arch Linux installation, on the other hand, uses no installer at all. You can follow the instructions from a wiki article or alternatively the (experimental) archinstall wizard.
Flexibility in installation
Some distributions, such as Arch Linux and Debian, allow the user more flexibility in the installation process. During the installation you can adjust the software selection yourself and install or remove less software later.
Suitable distributions for newcomers
For newbies, there are distributions like Linux Mint, Ubuntu Desktop, and Elementary OS that are easy to install and use. These distributions have a user-friendly installation method and offer a lot of support to the user.

Some distributions try to fulfill as many wishes as possible during installation (such as Debian).
Additional considerations for the installation of Linux
If you want to keep your Windows installation and set up a dual boot, you must first shrink the Windows disk to make room for the Linux installation. Some distributions can do this themselves during installation, but it is still advisable to back up your important files before you begin.
If you have a device with Secure Boot enabled, make sure the distribution you install is compatible with this feature. For example, Ubuntu offers the ability to install drivers even with Secure Boot enabled.

Ubuntu helps install drivers even when Secure Boot is active.