Linux Download Capability

I have been using a MACBOOK PRO for a few years but I'm interested in familiarize myself with Linux. I am curious if you can download Linux onto a Mac and use it or do I have go buy a different computer that works better with windows and other programs and is less proprietary than Apple.

I wanted to try Linux and I'm curious if I'm stuck until I get a new computer. I wish there was a way to have all the best of all worlds.