It is worth mentioning the Softwarre Carpentry lessons and upcoming workshops if you are looking for entry level courses, and in addition also the Data carpentry courses linked from the same page. We are using these to teach computational skills to researchers from various fields and it generally works ok in self-study also. Otherwise, Linux is just an operating system kernel, so the question of its involvement in data analysis is relatively unspecific (alike "what is the use of Windows/MacOS/FreeBSD/iOS in data analysis"). But possibly you are referring to using the unix shell (e.g. bash) which is covered by the software carpentry as well as R and Python.