You've got two options:
1) With VMware Converter (many prerequisites):
It depends on the version of Linux running at Linode and the type of destination you are using.
If your destination is an ESX/ESXi host, you're in luck. If you're wanting to use VMware Server, VMware Workstation, or VMware Player you're out of luck due to how the Linux P2V process works by using a helper VM.
If you're still on board, you need to have a supported source OS. LILO is not supported. LVM volumes will be converted to basic volumes.
You need to have port 22 and 443 on your source open and your destination (a helper VM) will need to have it available to connect over the internet or a VPN.
See the VMware vCenter Converter Standalone 4.x User's Guide
Without VMware Converter (no point and click GUI, no support):
Set up a VM with identical specs to your Linode box in terms of vCPUs, RAM, disk layout, and OS.
Do a netcat/block copy of your Linode box devices.
nc -l -p 9001 | dd of=/dev/sda
dd if=/dev/sda | nc <target-system-ip> 9001
The Conshell Linux P2V is a good resource for problems, preparation and other advice using this method.
I've had success with both methods.