The choice between a Linux Hosting and a Windows Hosting depends on your specific needs and on the kind of website you want to create. Before describing the differences between these two solutions we remind you one important thing: the operating system in your laptop ain't nothing to do with the operating system of your hosting. So you can choose for example a Windows hosting and have a laptop running with Linux or viceversa.
If you manage a static website (with no database but only provided with HTML pages) you can choose indiscriminately between these two solutions.
Otherwise, a Windows solution is recommended if you wish to use ASP, .NET e MSSQL languages: these are "natively" supported and not compatible with Linux.
A Linux solution, at the opposite, supports natively PHP, Ruby, Perl, Python, MySQL and CGI and does not allow the use of ASP, .NET and MSSQL.
You also have to consider, before you choose, all the aspects concerning security, compatibility with the most popular CMS and performances.
It's widely known that Linux provides a higher level of quality in terms of security.
For example, file permissions can be configured by the CHMOD command, allowing to decide if a file can be executable, in reading or writing, otherwise no similar feature is provided by Windows system, that only supports the writing and/or reading option, making files executable depending on the kind of extension.
Today, the main part of websites is created by using CMS, such as WordPress, PrestaShop or Joomla, that require a Linux hosting both for php language and php libraries and execution environment compatibility.
In the end, a Linux hosting is much more performing than a Windows one because more structured and with no software slowing down the execution process: this makes it perfect to host very complex high-traffic websites.