Most computers come with just one operating system, which is usually all you need. However, if you feel like trying out a different one later, you don't need to get a whole new computer. Dual-booting ...
Proxmox is an odd choice for a desktop operating system, but you can make it work.
Modern Linux distributions are powerful operating systems that can fully replace Windows or macOS for many users. But there are still some Windows-only applications that may not be available for Linux ...