redhat or mandrake would be fine, but try not to use them as a crutch. learn how to do things the "real" way because if you have problems you may not have a gui there to help you. redhat worked good for me as a first distro. easy install, easy to use, but not quite as candy coated as mandrake.
ntfs - generally you can read ntfs partitions but writing to them is not very reliable yet. i can mount mine in read only which is nicer than nothing.
lilo can load basically anything, it just points to the partition that each OS is on and the OS takes over from there.
if you get something like redhat or mandrake you wont really have to worry about installing drivers, for games i really dont know though, i dont game much and i dont game at all on linux
like i said, dont let an newbie distro be your crutch. learn how to *really* do things, visit linuxdoc.org, linuxnewbie.org and google or google.com/linux and read ALOT. learn the basics before you start. if youre not familiar with the windows/dos command yet, play around with that for a bit, it will give you a taste of a cli before you even install linux.
also /usr/doc/ is where the documentation goes.
use pico control+X exits and saves.
just play around, have fun and if possible install it on a second machine so you can have less worries about messin up your HD.