It is not about being able to do a lot on Linux versus Windows. If you are starting out, Linux is easier, to a degree, because you learn to use the standard C library. It is simple and quick.
If you are learning on Windows, you also have to learn to use the Windows API, which is not so simple and quick. The Windows API tends to be a pseudo-standard as Microsoft will not hesitate to deprecate functions as they move forward.
The C library has not changed much since its inception. Code I wrote in the 80's still compiles and runs on any UNIX variant. Try that with Windows 3.0 code. Heck, find a compiler that will compile Windows 3.0 code.
If you want a good solid base to learn programming on, then a UNIX variant is a tough one to beat.