First thing to ask yourself. Your budget? Because starting out a good sdr dongle will get your feet wet. Stick with a reputable manufacturer.I guess i asked a touchy Question on here yet Again! But thanks all for the replies not yet sure i wanna jump at sdr yet.
Your radio background? Very important to know. And your desired monitoring frequency range. What you wish to listen to?
Give us an idea instead of the guys popping in that you need this and that. Let's start with that.
Where do you live? In or close to a city or out in the boonies?
The hardware to get you started can be quite inexpensive. Remember. Cheap is as cheap does. Although the RTL based dongles can be a nice starter. To beat you to the subject. You wont be listening to the ham bands on HF. So. Look at their frequency range.
Don't forget an antenna and cabling. You'll need that. The little whip you see on the eBay, Amazon dongles wont do much at all for reception.
You could be up and running in as little as 1/2 hour. And no. You don't need to have a Linux computer. There are many Windows sdr applications that do dandy. From dead simple to feature rich. You don't need a super robust computer to get started either. Although you may have performance issues with a 200 buck wally world laptop.
For a starter sdr program. HDSDR will be very easy to use. If you just wish to get listening to the radio and see what's out there.
It won't blind you with tabs and settings that will set you in the 5th dimension "upstairs". It's my go-to sdr application for the several radio's I have.
The SDRPlay line of radios are quite nice. Not as cheap as a simple RTL dongle. But one won't leave you wanting. There are others in the price range. Starter budget is important if you're going to be a casual user. Like my experience here has been. A few are quite helpful and then there are the arrogant ones. The question is in no way "touchy". Think of them as aggressive car salesmen on a slow month.
As SDR usb based radios aren't locked to just one application to operate them. You can start out baby steps and slowly dive in as deep as you wish. So give us a little info on the scope of your interests.