Here's my $0.02:
Ubuntu is a distribution that uses upstream tools (i.e., Debian stuff) to package and distribute software. (They have some of their own, but the toolset is mostly Debian.) Think of the packages on your computer as a tree. Every time you install a package, e.g. dwm, you are adding a new "leaf" to the tree. However, dwm can't work by itself; it needs libraries and so on. So everything that dwm needs to work needs to be installed also; those are like intermediate branches that connect to the tree trunk.
You can install a "desktop environment" or you can simply pick the components you want to install, starting from e.g. a "server" install. This will require research and coca-cola, possibly even Japanese motorcycle pants, rollerblades, multicolored floppy disks, and a young Angelina Jolie.
If you don't want to take the "red pill" approach, I would suggest sticking with the same family of distributions until you are sure your best fortunes lie elsewhere. Others have suggested you try Debian. Ubuntu's philosophy can be understood by considering their bug # 1 is that "Microsoft has a majority market share." That is the space for which they are contending. Debian, in contrast, being a meritocracy and completely community-controlled, acknowledges that OSes will always suck, and so it sucks equally for everybody. Thus their desktop-style installs may be more up your alley, i.e. not catering to the latest touchy-touchy fad.
Whatever you do, don't switch distributions to "learn Linux". Compiling things akimbo Gentoo-style will only burn up your time, and maybe burn down your house if your CPU has insufficient cooling. The best you can do is read. Read manuals. Read source code. Get the source for the kernel on your system. Change it and see if it still works. It is amazing how many constants you can change in the sources before you get a crash
Each distribution comes with a set of defaults--installed software, and default configurations. The only way to ensure you are happy long term is to become familiar with choosing, installing, removing, and configuring software on your system. Each distribution (and other UNIX variants as well) comes with documentation on these tasks, often comprehensive documentation. Learning how to administer your system will take work. Once you have these basic skills (e.g. for a Debian-based system) you can use any system which uses the tools with minimal mental effort.
Finally, ask yourself what you are really getting out of it. Are you using bash, perl, sed, awk, python, etc. to solve problems? Does the system as you use it give you the tools to do your daily work? Or are you just using it to spite Micro$oft and Apple fan boys? If the system as you use it daily isn't giving you anything you can't get from windows, I would suggest you either force yourself to learn what the system offers and relearn how to do the daily tasks you do on your computer, or switch back to windows. If you're not happy don't stay that way.