You're better off getting a local, Windows Based Virtual Machine solution such as VirtualBox (the one I use).
This way you can experimenting locally first, for free. You absolutely cannot afford to skip this step. Everything's a lot different in Linux. You need to learn the meaning of the folder structure, how software (packages) are installed and uninstalled, how to configure them, etc. This can easily eat a couple weeks of full-time learning.
You also need to get interested in command-line tasks for everyday server management tasks. I'm not sure how you feel about typing commands on a text-only black screen, but there's little you can do to avoid that. And, of course, when in doubt, go to Google.
If you choose Debian, you can, during the installation process, ask it to set up a web server + ssh server, and will give you a standard LAMP (Linux, Apache, MySQL, PHP) setup. You can use your favorite SFTP client to put your stuff in /var/www and start from there.
Some VPS vendors, mine included, will not give you the installation process. Instead, they'll give a fresh new already-installed distribution, ready for SSH login. To set up LAMP (again, in Debian), you'll need to log in as root and run:
apt-get install apache2 libapache2-mod-php5 php5-mysql mysql-server
Anything worth paying a VPS for will require you to log in to the command line and go from there.