Personally I do not think you should jump both in with both feet. If possible at first runa dual boot system so that you can still achieve things that you may struggle with in linux.
Installing programs in linux can SOMETIMES be a right pain for example to install 1 program you may need to have another program installed already (and the develope of the original program may not tell you this and he almost definately will not say where to find it), then for this program you may need another then another etc etc.
Regarding internet browsers
Opera has a linux version but I personally think firefox will be the best of the 3.
You say you are going over partly because of security. A badly configured linux machine can be just as (if not more) insecure than a windows machine. You should still run a firewall, also use things like
rootkit hunter which will detect alot of possible compromises that may have taken place (be sure to keep it updated). Another good program is
chkrootkit (again make sure you keep it updated).
Also do not assume that youwill be able to do everything through a gui make sure you are familiar with using a command line interface (also ensuring of course that you know the common commands (
HERE are some but of course it is a very little taster)