Ok, I'm new to linux...so make sure that is embedded in your heads before you read further...

ok, now even though I don't know how to use it very well my friend does very well (well at least fedora) just as well I have another friend who loves it as well (well at least mandrake 8.2) now one is telling me to start off with fedora and the mandrake 8.2, so which one do I start off with? HELP!

Can't help you with fedora, but I have Mandrake 10.1 (dual boot with Windows XP), which is what the Linuxclub in the Netherlands recommended for beginners.

I started first with OpenLinux, but couldn't get lilo to work, ah..couldn't get anything to work really. Mandrake pretty much installs itself, that is, Mandrake 10 does. Don't know about earlier versions.

You might want to try knoppix before your dive righ in.

Knoppix.net

Based on debain but I wouldn't recomend installing it.

well i'm just worried about it erasing everything on my computer

like firebyrd said, you might want to try Knoppix or one of the other "live" distros.
these will run off of the CD drive without installing anything onto the hard drive or erasing your data. if you find a distribution you like, most of the live CD's i've looked at have a method for actually doing the install to disk.

most distributions also have forums and mailing lists for helping n00bs (hey, i think n00bs are what make learning linux enjoyable; as folks work to help you, they also learn; so i don't mean n00b in a negative sense).
if you root around on DistroWatch you can learn about lots of available distros & search for them on the site to read info and reviews.

also; there is now a folder on this forum called Technical Paradise where you may want to post as some smart folks who may not come to this folder could have some opinions on what may work.

I'm an active member on the knopix forum so you can find me there if you need help.

Then Knoppix is a good idea to start with, like firebyrd said.

It's not a good idea to install Linux all by yourself. To be honest: I wrecked a machine and wiped the HD by boldly installing Caldera the wrong way, lol! And of course I forgot to backup the HD. It's a Compaq and I am still trying to find the some of the drivers

With Mandrake I first asked the Linuxclub how to do it right. There is so much to learn about Linux that I wouldn't know what to do without the Linuxclub. (you'll know what I mean when you see all those manpages). Linux ppl are always helping each other out, so don't be afraid to ask. I'm a n00b myself, but ppl are always willing to help me with my questions.

I never used LINUX before is it better then windows!

Depends on what you want.
I could list out some things but its better for you to just try it.
That way you know for certain.