I agree with oz about the importance of structure and tinkering. VMs are also going to be your bread and butter for learning most things. You can set up cluste

I agree with oz about the importance of structure and tinkering. VMs are also going to be your bread and butter for learning most things. You can set up clusters very easily with just a couple of VMs. MSDN subscriptions will let you set up test environments for Windows, and as otherwise mentioned, CentOS is free. I believe the best way to learn a concept is to have a running system that breaks. You'll find out a lot of new information by just trying to debug the systems. Bonus points if the computer is physically inaccessible and you manage not to lock yourself out of the box remotely.