Network Security requires having knowledge in a large number of areas. I can't think of a job in IT that requires a person to have at least some expertise in so many areas. How much a learning curve it is depends, of course, on where you came from to get to your first NetSec position. If you're starting straight out of college, and you took an Information Security track in school, you've no doubt been introduced to some or most of what you'll need. If you were already in IT, you may have moved into the field from a server or infrastructure team, or perhaps from desktop or a help desk. Regardless of what your knowledge base is, if you don't know the basics of working in Linux, you'll soon find out it's a prerequisite. (If you're going to work in Information Security and deal with things like access controls, policies, audits and vulnerability testing, you may not need much in the way of knowing Linux.)
The primary reason you'll need to get familiar with Linux is that the majority of NetSec applications (like IDS/IPS, log servers, packet auditing and so forth) and security tools run either exclusively or best on Linux.
There are some very decent Windows-only tools and some popular tools have Windows ports of them, but most of the really good tools were designed to run in Linux. (I've been told that Wireshark is a rare exception and actually runs better on Windows than Linux, but I have no proof that's the case).
Fortunately, there is an absolute glut of sites that's sole purpose is to help you learn Linux step by step. And Linux has a huge user base that relishes in helping out people new to the OS and getting them up to speed. You can take commercial, paid training courses if you wish, at places like New Horizons, Babbage-Simmel or other training centers, but the help you get through the Linux community makes that unnecessary (though if your company WANTS to pay you to learn Linux for a week in a classroom, no reason to turn it down).
Linux is, of course, free for the overwhelming majority of the distributions (a rare exception would be Red Hat Enterprise, where you pay for support and updates, but there's also the free community supported Fedora or CentOS which operationally are almost identical). You can download and install Linux on a box and get started immediately, or make a live boot disk on a CD, DVD or flash drive and use it anywhere. You can install the (free) virtual environment VirtualBox (from Oracle), then download several distros you'd like to try and run each one as a VM.
However you do it, you'll want to get up to speed as quickly as possible, as you'll find each new tool you need to do your job probably only runs on Linux or runs best on it. Linux has come a long way in terms of GUI support, but one of the advantages of Linux over Windows is how much less overhead it takes, so running from the terminal instead of X Server (the Linux GUI) is probably best. And you might as well learn to work from the command line from the start, as there may be situations where you'll need to work on a box that doesn't have X installed.
As to what flavor to run, you'll not find anything close to a consensus anywhere. Everyone has their favorite, and most are passionate about why they believe their distro is superior to others. Personally I like Fedora and I managed boxes running RedHat Enterprise for many years. The boxes I inherited at my current position run another flavor (though now that I've taken over the care and feeding, that will change at the next reload). I've worked with Debian, Ubuntu, Slackware and others and most of the commands are identical except in things like network setup and package management.Other popular distros include CentOS, Mint, Mandriva, Arch, and Gentoo. Those are just a few. The site distrowatch.com is a great place to get the newest versions of whatever you run and find something new to try out. There are currently 317 distributions of Linux listed on the site (note that distrowatch does not host all these versions, but provides info on them and links to the developers site where you can download them).
If all you've ever used before is Windows, there IS going to be a learning curve. But you might as well get started, because to work in NetSec, you'll need to learn a second "language". In my experience, the person who advised me told me to download FreeBSD and learn it (a flavor of UNIX, not Linux) as my first non-Windows OS. That was a bit of a nightmare and definitely not recommended as a first new system to learn. I know any version of Linux will be much kinder to you than that (though FreeBSD is a great system and very secure). Have fun.
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