It comes on a single bootable CD with 1.8GB of compressed data on it, and runs solely off the CD-ROM. It comes with the best automatic hardware detection of any OperatingSystem around and boots a KDE desktop with all your hardware set up and OpenOffice.org, Mozilla, and heaps of other software at your disposal. FAT32 partitions are mounted read-only by default. You can have your home directory backed up to a floppy disk, so the distribution won't touch your harddisk at all unless you so desire.
If you haven't had any contact with Linux before you can try it out first hand with no installation required and no danger to your existing OS installation whatsoever. Just download the Knoppix CD image or ask someone at your local LUG to get you a copy (expect to provide the blank yourself, or give them a buck or two). Most people have a spare Knoppix CD around just so they can boot linux if they have to on any machine that can boot off a CDROM.
There is also an unofficial english Knoppix website with wiki and forums.
WLUG has a customised Knoppix CD, see WlugKnoppix for more details.
See KnoppixNotes for some tips and tricks
The official NZ Knoppix Mirror is found at ftp://debian.co.nz/Knoppix/.