I currently am running Windows 8, and want to set up a dual boot with Ubuntu, but I don't want to have to reformat and lose all my Windows files and settings. How do I go about setting up my first dual boot without risking loss of information?
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You don't need to reformat anything.
Simply boot an Ubuntu installation image. The install wizard will guide you to create a dual-boot ('Install Ubuntu alongside Windows 8.1') and you won't loose any data.

hg8
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That's it? That seems easy. So if I have a x64 system I should use a x64 image, but otherwise there's nothing to be aware of? – JS47 Jul 30 '15 at 14:25
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Indeed, use the x64 image. As @MadMike pointed out, give a look here, you will find all the important informations to make sure you won't mess anything :) – hg8 Jul 30 '15 at 14:38