Since the early days of Linux, it has been possible to install Linux in a dual boot configuration. In a dual boot, you can have either two hard disks (one for each operating system) or two partitions on a single disk. During the boot sequence, LILO (the Linux loader) asks you which OS to launch, and after that it is pretty much business as usual.
With a dual boot, you can stand in both worlds. You may have some applications in Windows you need to use, and with a dual boot, you do not have to give them up. You also gain access to all the free software available for Linux. Those of us who are running Linux remember when there were certain things we knew how to do in Windows, but just could not figure out how to do in Linux. The dual boot gives you a chance to "have a break" from Linux when you need one. You are free to give Linux a try and, if things don't work out, you can go back to using Windows full-time. I suggest the dual boot for all new Linux users.
There are some disadvantages to the dual boot. Imagine you would like to edit a graphics file in The Gimp and then import the same file into a PowerPoint presentation. One problem with the dual boot is that, since Windows and Linux do not share a single file structure, you have to install them in different partitions. This also means that you will have to maintain two separate file systems for both applications and documents. When you need to use a document in Windows that was created in Linux, you have to copy the file from the Linux partition to the Windows partition. The other problem is that every time you switch from Linux to Windows, you have to reboot the machine! What if, when you load the graphic into PowerPoint, you find there is a mistake? You will have to reboot the machine twice just to make the changes - not exactly an ideal user experience!
While this is certainly a problem for office apps, it is not as bad for games. The reason is that, when you play a game, it is usually the only application you are running, and you might be using the computer the same way for several hours.