In general, it’s not difficult to install. Some distributions will have Blender in their application repositories, so it’s just a case of using either the terminal or their package management software to install it.
Ubuntu has Blender 2.44 in the repositories. Installing it is a matter of going into the console and typing ‘sudo apt-get Blender’. Which will install it and all of its dependencies. In Fedora it’s ‘yum install Blender’ which will give you Blender 2.45.
If the application is not in the repositories, then it’s a case of downloading the Binary package from blender.org. A binary package is one that has been compiled and will run on its own. Generally it’s a matter of unpacking the .tar.gz file, which is just an archive file, like .zip. Once you unpack it you can run the blender executable script. You may need to install certain dependencies which will be named in the readme file. This is usually a matter of using the console or package management to install whichever packages are required. All of these should be in your basic linux repositories. So you would just type something like ‘yum install OpenAL’.
The only other 3D apps for linux I know of are Wings3D and PovRay. There’s also a CAD program I believe.