Linux is more popular than Windows hosting because it supports PHP natively and most of your free softwares are PHP. Since Linux-based hosting is more popular, it has more of the features web designers expect. So unless you have websites which need specific Windows applications, Linux is the preferred choice.
One of the biggest differences between the Linux and Windows servers is security. Linux is built much more secure than Windows servers. From the offset, the root level is not available to most programs without permission. Also, it is much easier to control URL structure in Linux, which is important for search engine rankings.