gadi wrote:Currently, installing linux in my Laptop is not allowed because I do not have enough space to build it with Windows
I'm not sure what you mean by that. Official disk space requirements for Windows XP were around 1.5GB: there are Linux distributions like Damn Small Linux that fit into a tiny fraction of that (DSL takes up around 50MB of disk space, so even if your hard disk is a ridiculously small 2GB that could barely fit Windows XP onto it, DSL would use up less than 5% of your hard disk and leave you with much more room than XP).
If you mean that you don't have room to dual-boot, and are worried that you'll regret it if you format your hard disk and get rid of XP, just run Linux as a "live CD" environment off a USB: everything works painfully slowly in comparison with a real (hard disk) install, but apart from that it basically allows you to test-drive Linux on your laptop and gain familiarity with it without actually installing it. The live Linux desktop will be able to access your XP drive, so you can experiment with the data on your hard disk (ensuring Linux applications will be able to work with it, etc.) without actually installing Linux. I remember using Cygwin years ago at a Windows-only workplace to do some text (HTML) processing using (scripts that used) GNU tools: it's better than nothing, but it won't teach you as much about a Linux OS as an actual Linux OS.
There are lots of distributions to choose from, depending on your hardware. Gentoo is objectively the best of them

but not a good choice for a first distro if you're coming from Windows...plus you'll need a lot more than 2GB to build (maybe not to run once it's built, but certainly to build) a usable Gentoo system. If you have at least 20GB of disk space you could try something like Mint XFCE or Lubuntu for an easy everything-works-immediately desktop experience...and then perhaps build yourself a nice custom Gentoo system once you've developed a sense of what the (very many...far more than on XP) options are and what you'd actually like to build for yourself. Otherwise, if your disk's so tiny it could barely cope with XP, you could install a tiny distro like Puppy: it'll still be better than XP. Nearly any Linux distro at all, even something microscopic like DSL, is going to be more secure than XP and will give you more access to modern software. Also, any Linux distro is going to be better for learning about the Linux platform than running Cygwin on top of Windows.