you can start with a vm or even your main system ... when using your main system, make sure to create a dual boot environment by setting up a new partition for installing another OS of your choice. Besides that, use disk encryption with any method for an emergency self-destruction. Just spend a few minutes and search for "LUKS Nuke Patch" on Google or such. That should provide a good insight in case you do not know what i mean.
BUT:
always have an eye on your security - make sure all your precautions are configured and working correctly at any time.
use as many extra layers of security as possible (disk encryption, hidden volumes etc. ...), no matter which system setup you choose.
if you cannot effort a high quality proxy service, you will have to use public sources. proxys from public sources are mostly trash. because of that, you will face situations of low performance - do not give up!
last but not least, as soon as you have made some money, invest into a VPS or equally from any provider.
and when you have finished the transfer, delete all installed stuff, all documents etc. so your main system is clean again.