I've probably said [much?] too often that I didn't understand why there is so much focus on Linux as an alternative to Win10, but as long as I keep seeing articles online encouraging the switch, I guess I'll assume some folks will be interested in making the jump. The 1st step encouraged by everyone, Especially the Linux community, is to boot to a Linux Live USB stick/drive to see what it's like. The logical 2nd step, also widely encouraged, is to try using a Linux VM. And I think the 3rd logical step is to take that Linux VM and stick it on a USB drive to see what kind of performance you'll get, and find out if you'll have any hardware problems, e.g., my Realtek network adapter is infamously a problem with Linux. Running an actual copy of Linux will also let you try out running a Windows VM, if you think you'll need to use one for irreplaceable software, plus even if you decide to stick with Windows, that Linux To Go drive can occasionally come in handy.
I would not encourage anyone to install Linux alongside of Windows in a dual boot arrangement unless you're sure you'll want to continue using that copy of Linux. You'll mess up your boot loader and make yourself a bunch of work if/when you decide to go back to the way things were. And I do not encourage skipping the VM step by installing Linux directly to a USB drive... If you're not Linux experienced expect to spend some quality time using Google [or the search engine of your choice] to find out how to do stuff, and that's a LOT easier when you can open a browser in another window while Linux is running in your VM. You'll also need to do some extra work if you install Linux on a USB drive, adding boot files to the USB drive, and fixing or restoring a backup for the Windows boot loader files.
OK, so how do you do this?... Start by searching the web for info on various Linux distributions. Since Linux is open source anyone can put together a version using their choice of desktop and preinstalled software, and there are a Bunch of distros out there. You might want something that looks and works closer to Windows, or you might want/need a distro that focuses on older hardware, or you might go for a lighter weight distro that uses fewer hardware resources, leaving more available for running a Windows VM. If your PC/laptop uses UEFI [most do] you want to make sure any distro you choose supports UEFI booting. The same goes for Secure Boot. [You can usually turn Secure Boot &/or UEFI booting off in your device' BIOS, but why make yourself work?] You can find out easily if your device is using UEFI & Secure Boot by running HWiNFO -- hwinfo[.]com
Once you've found a Linux distro you want to try, download the Live CD ISO, and use Rufus to stick it on a USB stick or drive. Boot to that drive and you'll be running that distro of Linux to see what it's like. rufus[.]ie
To create a Linux VM in VirtualBox [ virtualbox[.]org ] install VirtualBox, and install the extension pack you downloaded [click the 3 lines next to Tools & click Extensions]. Now click the Machine menu & New. Then it's just a matter of filling in the blanks, using the same ISO you already downloaded for the USB stick/drive. Note that if your PC/laptop uses UEFI &/or Secure Boot, make sure those options are checked in Settings before you click run to install Linux, and if you check Secure Boot click the button to reset the keys. Once it's done you can fire up your new Linux VM, update it as necessary using the update mgr., add whatever software and check things out.
Once you're ready, having played around enough that you're comfortable, and have the software you think you want/need installed etc., it's time to copy your VM to a USB drive. It works very well if you use a regular, cheap 2.5" SSD in a cheap USB housing. The first step is to download the ISO for Foxclone -- foxclone[.]org . Then add that ISO to VirtualBox using Tools -> Media, and in Settings for your Linux VM, set that ISO for the VM's CD/DVD under Storage. Now plug in the external drive, and add it to the USB 3 controller in the Linux VM's Settings. If you're Not using UEFI/Secure Boot you can go to System in Settings & set the VM to start from that optical drive image, close Settings and start the VM. If you are using UEFI/Secure Boot you'll need to start the VM, then as soon as the VM's window opens start pressing F2, which should bring up the VM's BIOS settings menus. There you need to set it to boot from the VM's optical drive, and once you press Enter it'll start up. The Foxclone ISO will start a Linux Live CD session where you can start Foxclone and clone the VM's drive to your USB drive. Once it's done you can shut everything down and boot into Linux from that USB drive with whatever apps etc. you've installed intact.
Note: if you want to skip the VM and just install Linux to the USB drive, you can create a new Linux VM but select don't create a hard disk, attach your USB drive, and set the Linux Live CD ISO as the optical drive.
A new VM will be created on a dynamically expanding VHD [Virtual Hard Disk] by default. You set the limit of how big it can grow, which is the size that hard disk will report to things like partitioning apps, But, the disk will only grow as big as it needs to to hold whatever files. Installing &/or updating an OS will use extra space, so the hard disk will grow bigger than it needs to be to hold all of the necessary files. You can shrink the size back down -- a process known as compacting. netreliant[.]com/news/8/17/Compacting-VirtualBox-Disk-Images-Linux-Guests.html
Booting to a USB stick/drive can be easy or not... it depends on the device's BIOS. If you're lucky, with the USB stick/drive plugged in, there's a hot key you can press when the device is just starting from a powered off state that will bring up a menu of which drive to start, and you just have to select the USB stick/drive. When the device is starting up it *may* tell you what that hot key is, or it may be listed in the device's docs, or maybe you'll find it online. Or you might try each of the F keys. And nothing may work, so you have to go into the BIOS settings. Often you get into the BIOS settings using a different hot key, usually F2 or Delete, but it can be one of the other F keys, and there are a few [rare] devices where nothing works -- there is no hot key for the BIOS settings. You *might* be able to get into the BIOS settings via Windows Settings -> System -> Recovery -> Advanced Startup, or just powering the device off while Windows is starting 3 or 4 times should bring up the same troubleshooting boot menu.
Once in the BIOS settings look for a boot order override, which will let you select the device, i.e., your USB stick/drive, as the device to boot just one time. If you don't have that, you'll have to find the boot disk order setting, which lists the drives in the order the BIOS will search for a boot loader, and make the USB stick/drive 1st. Note that that setting may or may not *stick* -- you might have to go back into the BIOS once you're done to make the original hard disk number one if you don't want the BIOS to try and boot from any USB drive/stick that's plugged in when you start the device. And sometimes the BIOS will only show the current hard disk in the boot order listing. Note: in this case you *may* want to bail out... TO get the BIOS to show every drive you can usually click the option or hit the hot key to reset the BIOS to its defaults. The problem is that means resetting Everything, and you then have to check every setting to make sure it's set to what it should be. You need to know what every setting should be, or record each setting beforehand.