Both are live CD operating systems. Meaning if your computer can boot from a CD, and it should be able to, then it will run these OS's right from the disk. This way you can't damage the operating system and the operating system theoretically can't ruin your harddrive and there is nothing to install.
I would start with DSL (Damnsmalllinux), it's a 50mb OS so it is a quick download, relative any other linux OS.
As for your questions: 1) probably not 2) if you mean games for windows and other windows compatible software I doubt it, though I believe there are emulators available to run some titles 3) better is relative and just like Warlord said. If you need very secure computing linux is great but it comes with the price that you need to be a very knowledgeable user. At least more so than me. I play with live CD versions of linux on occasion.
yeah...it is a pain to learn. Did play with it. Can be a pain to set up at first and get everything running but once you get the hang of it it isn't to bad. But there is almost nothing for programs that will work with it. I been playing with Ubuntu.
i use ubuntu as well, and used a lot others, i basically say if you dont have a second computer or dont mind basically not having a computer for about a month and then realizing that you still realy dont have a computer, get linux. i am a programmer/computer freak so it just gave me something to do, plus i had at teh time 4 computers to mess with. all in all, for the regular person the learning curve is too great and too little output to say that it is better than windows. and one last thing, just forget about it if you have an ATI gpu, trust me