One thing to note is that these Linux-with-wizards distros are trying to emulate the way Windows does things, but Unix simply doesn't do things that way. 99% of the time, the way configuration under Unix happens is by modifying text files, either configuration files or scripts, and the way run-time modification occurs is by running command-line programs. It helps to understand the thought processes behind Unix, not because they're any more inherently difficult than Windows', but because you've gotten used to the way Windows does things and you subconsciously want all computers to work the same way. But RedHat, Mandrake, etc. intentionally hide that Unix-ness, creating this weird hybrid that doesn't feel right either way. (Basically, it's creating a GUI to modify text files and run command-line programs, when, as long as you know which ones to edit or run, it's easier and more robust to do it by hand. It's kinda like the Wizard of Oz; pay no attention to the command line behind the GUI!) I feel that they, in some ways, hurt the Unix lobby, but it might be easier for a beginner. I'm not sure though, as I was well removed from beginnerness by the time they became available.

It won't really help you with Linux directly, but there's a book called Think Unix that does a good job of describing the thought processes behind Unix in general.

Also, there are other Unices available that might actually help you understand Unix and Linux better, as they don't hide their Unix-ness, at least not as much. The BSDs (Free, Net, and Open) and Solaris (almost free of cost -- $20 -- here) are all reasonable.