Good you found Linux and you are trying it.
Some rules what you should know about different Operating Systems - examples about Linux here:
- Linux does not need firewall. Unless you are protecting other computers.
- Firewall is not needed unless you have ports open (listening) what you can not close. On Linux _you_manage_your_computer_ and you can close programs which are listening and you don't like.
- If you have any services you want to protect being accessed from bad/wrong hosts... you have options like tcpwrapper.
So check your ports by running command: sudo lsof -i -Pn
It shows you currently open connections AND ports which are ready to receive traffic from Internet.
If you see ports what you don't want to be listening then identify it and stop. Like this:
smbd 7114 root 26u IPv6 101652 0t0 TCP *:445 (LISTEN)
So you have smbd (Samba) listening TCP port 445, it has PID number 7114 ("sudo kill 7114" to kill it) and it is running as root level.
So - you don't need firewall. Just knowledge how to close unneeded services/programs.