Answer:
If you are just looking to start your own website, you will not notice much difference between Linux and Windows hosting, it's merely an indication of what OS the server runs. Each platform has it's own advantages. However it's believed that Linux hosting is generally cheaper to run (Because it's open source) and more secure (Due to how the servers access hierarchy works). But as said before if you're just using it for generic web hosting it will be as trouble free as windows hosting.