Choosing one out of window and linux then there are a number of different choices out there but the main two are Linux and Windows web servers.
For the majority of people it will be far more important to choose a really good web host than to worry about the server-type that they implement. Microsoft developed and owns the Windows operating system. Linux is open source and generally free. This means it can often be more expensive to set up and run a Windows server. However, this fact doesn't really affect you unless you are actually setting up a server for yourself.
The cost involved in running a server does not affect the cost of a web-hosting package as much as you may think. Despite the general opinion that Windows servers are more expensive to run, buying a Windows hosting package can often turn out to be just as cheap or even cheaper than an equivalent Linux hosting package.
Some people naturally assume that because their PC runs Windows they need to buy a Windows hosting package. so its up to you that which one you like.