The next step is to install your chosen distribution on your machine of choice. From this point on you will be using the Linux terminal very frequently, as server versions of Linux do not come with a GUI or graphical user interface. This is arguably the most daunting aspect of using Linux that keeps most people from using it. Just keep in mind, especially if this is your first run or you’re still fairly new to using Linux, that these projects are not “mission-critical” and this can be a perfect learning experience that is forgiving of mistakes.
You can find instructions for installing suggested distributions at the links below.