There is not *the* newsreader for Linux, like there is not *the* editor. My favourite newsreader is emacs in gnus mode which is the most configurable reader for Linux. Many people are using slrn and tin on a terminal, many people use knews under X. There are also trn, nn and a lot more reader, so just try what you like. The only reader you shouldn't use is Netscape, it is big, feature-less, unstable, and it creates sometimes broken postings. However, it is your personal decision.
Anyway, knews is no bad idea for your first experiences as it is very user-friendly and easy to understand.