Once installed, a dual boot OS won't break anything.

During installation, there are several common ways to partially or completely hose your system, so always back everything up first. Installing Linux after Windows gives you a lot of options about where to install stuff and store your data, and it's easy to get confused and blow away the wrong partition. The boot loader and config can also misbehave and either not boot at all, show windows as a boot option but not actually work, or show Linux only even though your windows install is still there and just fine, causing you to freak out and say naughty words until you figure out how to fix it, which isn't super hard most of the time, but it requires an understanding of technical things you may not have if you've never done it before.

Installing Windows after Linux sometimes takes over your boot loader and you can only boot into Windows until you fix the boot record.

Much of the time it works without a hitch, especially if you use the major distros (and not arch) because many of them have installers that can guide you through a dual boot install with windows specically.

If you haven't made a decision yet, I recommend installing a few Linux distros and DEs in VMs in VMWare Player on your Windows PC first, which will break nothing 100% guaranteed, and acquaint yourself with their individual characteristics, before you take the plunge with dual boot, because it's harder to replace an existing Linux install in dual boot if you change your mind than to do it from scratch.

Performance wise a VM will always be slower than bare metal, but it may not be super noticeable depending on your VM settings and your hardware. I did professional development in Linux VMs on Windows and they performed well enough I couldn't really tell they were VMs.