I used the bandit game as an in class exercise when I was teaching basic linux skills to aspiring system administrators. It was always a great success because everyone got to advance at their own pace. Plus, they felt like real hackers because it was really over ssh. Anyway, have fun!
Good for you! I’ve been free of windows for a decade I think. There’s nothing I miss as most of the programs I like and need have linux versions. The main program holding me back was reaper, an audio editor, and when they released an alpha version for linux I erased my last windows hard drive. I only run debian stable, but I’m not too fussed with bells and whistles.