Even given all this, installation isn't that tough. Take a look at this article which actually finds a Linux install easier than Windows NT. Certainly you have to know about your hardware before you install Windows from scratch, too.
Much of Linux can be set up automatically by the distribution's installation utilities. As you learn more, though, you'll want to customize your installation. For example, for an initial installation, distributions use a large kernel with every possible driver installed or present as a module. Although this isn't a problem by itself, it can slow down the bootup process, and definitely wastes some memory. By compiling a custom kernel (which can be done with GUI tools) you install exactly and only what you need.
Linux applications are often very flexible and configurable, and you'll need to do some reading of the documentation to get the best possible performance out of them. Many of them are configured by editing text configuration files, like the ".INI" files of Windows. (There is nothing like the "Windows registry" in Linux - and many people consider this a very good thing). In the process of configuring the applications you will learn exactly how they work.
One area where performance matters, and good knowledge of your hardware is essential, is configuring the X Window system. Acceptable if slow performance is possible using generic VGA or SVGA modes, but to get the best performance out of your monitor and video card you may have to look up some information in the manuals. But as noted before, the results can be well worth it.