Duel booting has been a thing for as I have been using Linux, say 2004ish, and it has only gotten easier over the last 20 years.
Some things to watch out for though. First, make sure that you have sufficient free space on your drive before beginning, and make sure that you have backups in case something goes sideways. Good practice anyways.
Second, Windows likes to hijack the bootloader making it difficult to boot into Linux. I would make sure that Windows is installed first and have a live linux disk/jumpdrive available in case Windows decides to hijack the boot loader at a later date. That has only happened to me once, and wasn't difficult to fix, but it was a pain in the butt.
As for which distro, dealer's choice. I don't think that there is a bad distro out there currently. Currently, I'm using NixOS but I think highly of Ubuntu, Fedora and all of their derivatives. Really, it's whatever boats your float.