The 2 platforms are almost the same functionally and there is little or no difference in terms of performance. Your choice would depend on your website's technical composition.
If your website is running on the most commonly-used open source web scripting languages or applications such as PHP and MySQL, you are better off with Linux, but if you are coding your website in Microsoft-specific applications like ASP or ASP.NET, connecting to MSSQL and using VBScript, then Windows hosting is for you.
Windows hosting is often mistaken as a “must pick” only because the operating system you are running may be Windows. But the fact is, the majority of all websites on the Internet are hosted on the Linux platform, so most websites you have been visiting are likely to be hosted on Linux servers. As of now Linux is the world's most popular web server operating system, even though Windows dominates PC operate system.