Learning Linux by learning Arch is a bit like jumping into the deep end of the pool before knowing how to swim. If you want to learn Linux The Hard Way
TM, go for it. It's not impossible, and there are plenty of tutorials and Q&A sites to help.
To be on the safe side, put it in a virtual machine, and at least you won't break anything of consequence if you fuck up. You'll likely end up frustrated though. If you want to learn Linux, I recommend warming up with Ubuntu or Mint, then familiarizing yourself with the CLI. Here's a starting point for Linux:
LinuxTraining.pdfOn the other hand, if you just want privacy/anonymnity, check out TAILS Linux. It's designed specifically for this purpose. It can also be run as a "Live CD"/"Live USB", which means you don't have to overwrite your existing OS, and you can carry it on your keychain everywhere you go.
https://tails.boum.org/getting_started/index.en.htmlBe sure to read and follow steps 1-4.