LiveCD's are a good choice if you just want to use desktop apps, but I don't think you'll find them very useful for writing games, since most (if not all) don't include hardware accelerated video drivers.
My favorite GNU/Linux distribution has always been Debian, but it's not very easy to install. You should try Fedora or Mandrake if you just want a quick Linux setup.
In my experience, there's nothing dangerous about dual-booting. You just need to make sure you partition everything the correct way. Take a look at the Chapter 3 of the Debian installation guide for a good tutorial on dual-booting. Much of the information you find there will pertain to any flavor of Linux, not just Debian.
My favorite GNU/Linux distribution has always been Debian, but it's not very easy to install. You should try Fedora or Mandrake if you just want a quick Linux setup.
In my experience, there's nothing dangerous about dual-booting. You just need to make sure you partition everything the correct way. Take a look at the Chapter 3 of the Debian installation guide for a good tutorial on dual-booting. Much of the information you find there will pertain to any flavor of Linux, not just Debian.