Full-blown Linux distributions like Fedora, Ubuntu are available on CD or DVDs and one needs to install them. Additionally, they also take up more space. They are the prime operating system for many of us. However, if you need something small for temporary use, you can try out SliTaz (http://www.slitaz.org).
It is faster to download, install and use it for activities like understanding concepts, building a small USB based dongle for use on other PCs or just to understand key Linux concepts using a virtual machine on Fedora or Ubuntu installations.
However, you can also do some real serious work with SliTaz. One tiny distribution to watch out for.