I want to switch to Linux but I'm worried about my files

Basically the title but with windows 10 support ending soon I've been wanting to switch to Linux but I'm not really sure about how to start and have a few questions because I don't want to get it all ready just to find out I'm gonna loose all my photos because I'm switching OS

1. If I switch how do I keep all my data since I take it it'll be in the wrong format/file type for linux
2. How do I move non cloud storage to it if I only have 1 PC
3. How do I install Linux on a Windows 10 PC, do I need to uninstall Windows first or do I just use Linux in a VM
4. Is Linux compatible with modded consoles? I have a modded psp 3ds and switch and don't want to be locked out of editing the files on them.
5. My wifi provider (virgin media) is very against stuff like vpns and ad blocks to where i have to install them over 4G on my phone, would it be possible i won't be able to connect to my homes wifi if I'm on Linux because of its "safety features"

Thank you in advance