Feature Selection in Linear Regression
First, transform your columns, then apply linear regression, but do you want to know about the influence of your features on your selected dependent variable?

Read this article: http://www.ritchieng.com/machine-learning-evaluate-linear-regression-model/

It provides great insight at how interpret the coefficients given by the algorithm can be interpreted and further discussed or tweaked.
Read it, then come here for further doubts, you're more than welcomed to do so.