SamLeo678

I might be possible, but I wouldn't bother if I were you.
 
Given the age of that machine it's bound to be woefully underpowered for Windows 10. Unless it rather amazingly has 4GB of RAM and a decent dual core processor it'll be as much fun as running naked through a field covered in giant hogweed.

Well, there are a lot of distros to try. Distros are basically different versions of linux with different feature sets. So something like Ubuntu is known for being very easy to work with if you know windows but it's very heavy (like windows). Maybe to start off with try something like Linux Mint. Use the 32bit version. Then follow the instructions.
 
The long and short of it is, download the ISO file. Burn that to a disc. Write it as a disc image. Windows 10 lets you do this with a right click on the ISO file and a blank disc in the drive. I think Mac you have to use disc utility but it's been a while since I've done this on Mac. Once that finishes, put your new install disc in the Dell and it will probably say "press any key to boot from CD" Do so.
 
To be honest with you, you just need to accept that there will be some learning involved and it will take some time. As you get to understand the process you may wish to switch to another distro.
 
A couple of key words:
graphical installation - Basically installing like windows with a mouse and stuff.
live CD - running the OS directly from the CD. Nice for trying out different distros, bad for everyday use.
64-bit - newer processors use a 64 bit instruction set. Your PIII doesn't support this. Also may be called AMD64 or x86_64
32-bit - This is your build. May also be called i386 or x86.
 
And for all the people that will read this and bring all of their linux opinions along, just untag me.
 
And if you need an XP ISO again, Archive.org has some. But use random ISOs at your own risk.

@SamLeo678 I would look to get a GTX 1050 for around $100 (anything more and you might as well get a 2050). If your computer has supplemental power for a gpu, you can get a RX 570 for around $140; but, your cpu will very likely be a bottleneck on a 570. 

you can only upgrade the GPU to an LP 1050ti or 1650 if any manufacturers get around to making an LP card, pair that with an i5 2400 and another 4gb of DDR3.

Hard to beat the RX 470 or 570 in terms of value, if you can power it. If you can't, you should get a new power supply because you should always have a good PSU in a system you care about. The GTX 1050 is a lot weaker for the same price or more on eBay.
 
edit: your SFF case won't work with one, your rig is starting to need more replacement parts unless you go with something like this
https://www.ebay.com/itm/gt-1030-2GB-GDDR5-EVGA-passive-fanless/312594076034?epid=140613476&hash=item48c80f1182%3Ag%3AO2sAAOSw2~Ncy5X3&LH_ItemCondition=3000&LH_BIN=1
you're also gonna want an SSD instead of a huge hard drive, the speed difference is immense.

used rx 570 is 100% the way to go most are under 100 usd and you can get 4gb of ram for like 30 usd