In the Networkmanager you can set that a connection is either available to all users or just yourself. If you set it to “all users” its configuration will be saved somewhere in /etc/Networkmanager (I’m too lazy to look up the real path) and will therefore be available for Networkmanager on boot. If you just make it available for yourself Networkmanager will only attempt to connect after you log in.
I think the default is to make it only available to yourself, because then you don’t have to enter your sudo password when you set it up or want to change something. The downside is of course what you describe in your post.
It is usually much slower than a direct connection or a commercial VPN.
Also law enforcement, spy agencies and criminals all run public nodes to get lucky and grab as much data on you as possible. So you should never use TOR for unencrypted websites. But I’d say the same should be assumed when using a commercial VPN.
If you’re using your computer for work and can’t afford to spend some time figuring out how to do something that would be second nature for you on Windows, you shouldn’t switch. It would probably be more expensive than just buying a Windows license.
That said, you shouldn’t expect too many problems. You can try out your Word templates right now in Libre Office. Or just run the web version of Microsoft Office in Linux. Video codecs are usually just one command away.
In terms of what distribution to choose, I would choose something popular that’s stable and comes with sane defaults. Debian, Ubuntu, Fedora or OpenSUSE Leap.
The main difference for a newbie will probably be how to install software. On Linux you usually don’t go to the manufacturers website and download an installer. Instead you go to your software center and search there for what you need. Similar to the App Store and Play Store on phones.