I personally prefer Windows over Linux. Windows does have much more functionality and programs. Linux on the other hand doesn't have much programs specifically ported for it. The UI is also fairly easy to use. Security wise, Linux would be much more safer but Windows can just be as safe if proper measures are taken.
Windows is light years ahead of Linux in terms of security (but not privacy). Not only have they formally verified most of their kernel drivers to not crash the system over the past 5 years, but they have implemented every single OpenBSD stack protection including stack randomization, PIE, stack gap, W^X memory protection, and a slew of others and all of it is enabled by default. Kernel.org has these protections, but you have to manually enable them they are almost never on by default on any distro I've used. You also have to manually patch the system with GrSecurity/PaX in order to prevent serious udev priv escalation and get better memory read/write protections.
The only reason Linux appears more secure is that malware writers don't bother with it as it's such a tiny market share of desktops when deploying their bank credential sucking shitware. The vast majority of that shitware is enabled by Java applets, and Adobe insecurity. Remove those and your system won't easily be compromised. Every single time you hear of a "Java 0day" it's likely an applet exploit. Why the fuck Oracle doesn't simply deprecate and discontinue browser-side Java applet support nobody will ever know.
If you're using Linux for desktop first get the Linux Libre version of the kernel.org release removed of blobs, then patch it with grsec. Now you have to manually tinker with paxctl program flags to get Chromium to work but it's the only way to bring your system at par with Windows or OpenBSD default protections.
Of course you can always just use something like Qubes if you're a heavy bitcoin trader and wish to separate important things like credentials and wallets from each other, and from network facing daemons or browsers that can be exploited as you can spin up a new VM with Qubes on the fly.