if you install Linux first will will delete the drive or corrupt your linux installation UNLESS you have a separate partition to install windows. so follow Jbennet advise Windows first, then linux Ubuntu. This is a very nice operating system. I love it.
The best way to learn something quickly is to get out of your comfort zone. If you've set up Ubuntu and you're happily surfing the internet with a web browser, then you aren't learning much. If you really want to learn Ubuntu (or Linux for that matter), set goals for yourself. Perhaps for the first week you want to get familiar with some of the common Gnome applications. Then maybe the next week you want to learn how to use services in Linux. Experiment, tinker around, don't be afraid.
learn how to use the command line (control + alt + f2 to switch to it) (control + alt + f7 to go back to GUI) and learn common commands like "rm" "ls" "cp" "usermod" . Also try and learn how to compile stuff from src code and how to use a text editor from a command line e.g nano. IF your GUI dies, this will come in handy.
Speaking of that, if your GUI dies press control + alt + backspace to reset it.
>Why would it do that?
Who knows? Files corrupt, internal settings change, operating systems will break down of their own accord. More often than not though, it's the user that breaks the operating system. For example, if you're trying to install drivers for your graphics card (so that you can use hardware acceleration), and something gets messed up.
>Could you run Ubuntu as a Live CD to access files in the Windows c: drive.
Yep, the Ubuntu LiveCD includes NTFS filesystem drivers, among other things. If I remember correctly, your Windows volume should appear on your desktop when properly mounted.
I'd recommend Xubuntu if you have a slower computer. Xfce is very similar to Gnome, so you likely won't experience much of a learning curve when using it. And Xfce uses way less of your computer resources.