BG chess is pretty good. there is another one that lets you download engines but I can't remember what it's called.

Depends on how deep do you want to study chess. No, you don't need to be professional to do that, chess is an art, a science and a game for everyone.
There are many game openings, which each lead to specific kind of game i.e. playing sicilian Dragon with its polarised battle wings with bloody offensive on one and tough defensive on another is a completely different story than playing King's indian defence, which hides king in a massive bunker, fixates center with pawns and launches a strong attack on wings supported from prebuild defensive lines.
From aesthetic point of view, Sicilian Dragon is a very agressive opening, while King's indian defence is rather one continuous colossal attack with strong defence. And there are many other openings, with their own unique natures.
If you pick up the rightone for you and start exploring its variants and possibilities, the game can become far more interesting, than just wild selection.

It's possible that you already know this, and have appropriate skills, I don't know.
But anyway, if you want to work with chess in your own style, and train your style, then you need an appropriate app. Fritz 16 is a good choice, or even its previous versions, which are somewhat... cheaper than the currentone. It allows you to create and mantain your own openings book, where computer chooses one of them and plays it with you on an appropriate level, tracks your strength and even make some non-obvious mistakes from time to time, so you can train your tactics analysis.

There are also free programs on the market, but I don't know any with such level of personality. It's not like I have actually tried all of them, I was just searching and didn't find anything with such features.

But if you don't want to get deeper at all, and you are for some reason satisfied with just basic gameplay against a defeatable bot, then you can have also fun with apps like Chess Titans or fully accessible BG chess challenge.
Although BGC is not that hard to defeat, when you know its weaknesses, but still, the game interface is very nice. If it had support for uci engines, it would be avesome, but that's sadly not the case right now.
Actually I tried a king vs. king and rook challenge, and BGC was not able to checkmate me even on the expert level, so if you're out of material on the board, don't panic, you can still try to draw at least.

Best regards

Rastislav

Stupid question, but no less true.  I have a love hate relationship with chess.  I have to overcome my dislike of losing pieces to win.  Is that just a freaking me thing?
I remember when Aprone developed his PawPrints thing I was left at the mercy of the knowledge that, getting through with all of your people intact and alive was practically impossible, but even when playing castaways the concept of casualties bothered me.  I hate it!  This is probably what's kept me from progressing further and further with chess; I hate losing even a pawn.  Has anyone else ever had an issue with this and how did you deal with it?
Edit: Yay!  I think I've finally come up with my own form of anxiety!