Take your time and soak your feet in the shallow end before diving into Linux. While Ubuntu is very new-user-friendly, it's still based on a completely different set of rules Windows is; some things will work the same, others will be completely different. If you have a good understanding of how OS's work and a good sense of viewing things from different angles to troubleshoot problems, it will be a bit easier, but there will still be some rocky patches here and there. Don't jump in and expect a perfect working setup the very first time - you may go through a few reinstalls.
As for advantages...(gods I hope this doesn't start a flame war)...it's much more stable and secure than Windows based on the way the software is built (this is a fact, not a random opinion). I won't go into details unless asked to, but there are countless Threads on CF about the differences between the two, and if you want to know about the security aspects, I'm sure a search for 'linux root' on Yahoo or Google will yield thousands of websites.
As far as keeping XP as your primary OS, yes, I'd recommend it for the time-being (refer to the first paragraph). Instead of a VM, you could also partition your HDD to allow for a dual-boot. If you've never partitioned a HDD before, it's a lot easier than it looks; just be sure you know what all the terms mean.
As far as why I chose it...well, it started as a whim a while back. I was tired of being locked into Windows for everything and figured I'd give it a shot. Curiosity turned to obsession and I found myself learning all I could about it. Because of my career, I'm forced to be a heavy Windows user for business purposes, but for personal use, I use Linux whenever possible.
