TL;DR: use Ventoy. Here’s my experience and how-to :)
Great you came to ask here! :)
Experienced distrohopper here.
The best way for your use case is Ventoy. You just download + execute the program. It will format your USB (I recommend 32 gb+) in a way you can boot from it AND use it as a “normal” file system. You then just copy your iso of choice on that “normal” USB.
When booting from it, it will give you a menu from which iso you want to boot from. Remember to disable secure boot and enable CSM in your UEFI, otherwise it might not get recognized. After trying or installing your Linux distro you can revert those changes in the UEFI/ BIOS if your distro supports it.
But I also use other (older) methods, like Etcher or the Fedora media writer, which overwrite the whole stick, too. They are somehow more reliable, and I’m not sure why… From time to time there are boot errors when selecting an iso. Maybe it’s because the files don’t get verified when copying, and then I have a “half copied” system.
(P.S.: Linux handles copying files different than Windows. Sometimes it says “finished” when it actually isn’t. ALWAYS eject your disks!)
The old method “just works”, and I always have one smaller USB lying around in case my boot repair iso doesn’t work.
But, especially for “trying out”, Ventoy is perfect for you. It will save you some time when trying out your ideal distro.
What are possible distro candidates you want to try and install? Just asking :) Just don’t solely place your choice on how it looks and how the first impression is.
For example, Mint might look a bit dated for some people (especially when coming from Win11), but is a fantastic distro. Garuda or EndeavourOS for example on the other hand might look modern and flashy, but will probably ruin your first impression with Linux, since they are less user friendly and more suited for more experienced users.
Remember, Linux is extremely customizable and you can exchange EVERYTHING.