For office type documents you can install OpenOffice. It's a Office productivity suite similar to MS Office, except it's free:
http://www.openoffice.org/
OpenOffice also works on PCs and Macs, so it's a great MS Office alternative all around.
Windows games won't work on Linux. PDF's can be opened with any PDF reader. There are plenty for Linux. If you use Firefox on the PC currently, you can also use it under most flavors of Linux. There is a Firefox extension called Foxymarks which lets you keep your bookmarks synced between multiple computer.
I use Linux for the servers here at KH, but I don't have any pretty interface, it's all commands typed into a terminal. These are servers and not workstations. About a year and a half ago I switched from PCs to Macs and have been extemely happy. At it's heart, Mac runs a BSD flavor of linux. So you get all the advantages of a Linux subsystem combined with a very well thought out user interface which doesn't bog the computer down. And if you have a newer Intel Mac, you can also run windows on it, which is useful for the occasional programs that only run on Windows. I currently run Windows XP, Windows Vista, and Ubuntu 8 on my Mac and can actually run them all at the same time using Parallells virtualization software.