After a couple years of managing both Windows and Linux servers, I will review some of the differences between the two different servers. Both of them are very different and not one will fit for everyone. I will explain the differences and it will be up to you to make the decision on the server to choose.
I have been running a Windows server for many years both at my own house and a Windows VPS with GoDaddy. A Windows server is MUCH easier to manage, setup and get running. Everything is fairly simple to do but simplicity does come with its downfalls. Since everything can be done within a GUI (Graphical User Interface), it does limit the amount of things that can be done.
After I went to college, I started picking up more about Linux and also started setting up Linux servers. Linux servers are harder to configure and there is a learning curve. Most of the configuration on a Linux server has to be done within a text command line. This can be very intimidating for some people that have never used Linux. It takes a lot of reading a Googling to figure out exactly what to do to get it up and running. But the advantage is that it is designed from the ground up to be fast and secure. There is no GUI interfaces and useless software to slow down the server.
Advantages of a Windows Server:
Window specific server side scripts like ASP/ASP.Net
Windows specific database, Microsoft SQL
Ability to run Apache and IIS.
Runs virtually every popular web scripting language
Very easy to use because of the GUI interface
Easy for someone new to managing a server
Disadvantages of a Windows Server:
Requires higher system requirements
Expensive – licensing for a Windows Server is not cheap
Bloated and slower then Linux
Security Holes, Viruses
Advantages of a Linux Server:
Low system requirements
Very fast and can do a lot with very little
Cheap – No licensing costs
Built around security
Many different flavors of Linux to fit your needs
Disadvantages of a Linux Server:
Does not support ASP/ASP.Net (Linux equivelent is PHP)
No support for Microsoft SQL (Linux equivelent is Mysql/postgresql)
Big learning curve, for more experienced users
No GUI pre-installed (webmin is a great web based management tool)
In the end, it all depends on the uses of the server and the person. If ASP or MSSQL is a requirement, I would go with a Windows server. For all other uses, I would most likely go with a Linux Server since it is generally cheaper. I also have experience working on them in the past. For someone new, I would recommend playing around with both before making a decision.