This is as old as USB itself. It's just a fact of life. As long as you control what's plugged into your PC (or any other USB host device), it's not a problem. I have known about this "threat" for over a decade, and for me- it's a non-issue. USB devices have to be recognized by the device they're plugged into. Generic things, like keyboards and mice and mass storage have default drivers (and any device- be it a USB stick, a mouse or just what looks like a plain cable, can be identified by a PC as any of those if the person who programmed it decided to have it be so). Otherwise your PC is going to ask you to install a driver (which could be the actual malware). Just pay attention.
If you want something to keep you up at night, consider that every DAY there are between 20K and 30K new pieces of malware released into the wild. There's no way that Anti-Virus software can keep up with all of that. The vast majority of those are thrown together with malware kits that don't require any real programming skills. So those are just variations of existing (and detectable) malware, but there are a few unique pieces of code that are made by very skilled, even gifted programmers. Some are from governments and other organizations and are very selective in what they target, and what they do once they infect a system. Those are not a threat to me and you (unless you're a criminal, a terrorist, or someone has an interest in you and your activities and associates). But some are from criminals, ID thieves targeting you and me and anyone with a bank account, a credit card, or a decent credit score.
Just be careful what you do, what websites you visit- no porn or gambling sites- which are more likely to give you a problem than not. Don't put USB devices or media (like CDs and DVDs) into your machine unless you know where they're from and where they've been. Don't open Email unless you know who sent it, and why (and try not to be fooled by spoofed messages). Turn off your preview pane, so Emails don't get opened without you intentionally acting to open them. (Yes, just opening or previewing an Email can infect you. So can opening a web page, even unintentionally or very briefly.) And look at your bank and credit card activity every day or at least a few times a week. Never pick up a USB stick or an SD card that isn't yours. If you practice behavior that your Mom would approve, you are less likely to be a victim.
The people who want to hurt you are counting on being able to remain anonymous. If you stick with who and what you know, behave like an upright citizen, and run some good security software you will probably be okay. And Linux will not protect you from something pretending to be a keyboard or a mass storage device.