Blender works quite well in Linux, though you may have some openGL issues if you haven't got the graphics card installed properly.  One of the weird things is you have to close it using file-->quit or with the Q key, it doesn't have a normal window title bar with the minimize/close buttons.  You may also have to change interface behaviors for the Alt key, I had to in gnome or it would just move the whole window instead of whatever I was trying to do in the blender interface.

You can probably load it from the menus of whatever distribution you're running, but it's better to run it from the command line so you can get the console.  Unless you mean how to install it, in which case if you're running a debian-based linux version you should find it in the repositories, otherwise you can download it from the website.

By the way, if you're new to linux I'd recommend Ubuntu.

Edit: heh, crosspost :)

Regarding the command line, I actually use the windows command line more than I use the one in Linux ;)  that may just be that I know the commands much better and can get a lot done with them, been using them since I was little and all we had was dos