Hi Tommy,
I've been working with Linux for almost 10 Years now because I like that you can easily start from zero and install and run only programs/services you really need. Of course this is more or less possible with Windows, too, like Rob said.
But even if Linux is a lot more user friendly than it was some years ago you have to pay a price to use an OS which is more configurable than Windows :-) It depends on how much you want to get from your OS of course. As long as everything works out of the box a modern Linux distribution like Ubuntu, SuSE or Debian will be easy to install (at least with standard hardware) and easy to configure for the basic things. But if things go wrong you may easily spend hours, days or weeks to figure out the problems if you don't have any experience with UNIX/Linux yet! This doesn't mean that this is a general problem with Linux but of course it CAN happen that something goes wrong and then I guess it will be harder to repair things with Linux. Just be warned :-)
The choice of a particular distribution depends on your experience and the things you're trying to do with the system. Do you need a GUI or just a server system? Will you need support service? I think Ubuntu or Kubuntu will be fine to start with. You can easily install it as a minimal server system or as a desktop system with a lot more features. I started with SuSE once but I don't like it any more which is more or less a personal choice. Personally I'm using Gentoo for the last few years and I'm very happy with it but this is definitely nothing you want to try as a beginner.
Besides these advices I really think that
you should care about what David said! Choosing another operating system with which you don't have any experience probably will gain you nothing if you don't even know IF the OS is a bottleneck and where the bottleneck is. You can do really a lot of tuning on the layer of the OS with Linux and surely with Windows, too. But if it's your own application design which causes performance problems then no OS will help you very much

The said Windows service for example may be annoying but as long as the do nothing they won't cost very much performance. If there's a memory bottleneck you can still turn the unused services off. Linux may be a little bit more minimalistic but with the distributions for "beginners" there will be some unnecessary services running, too, which you will have to turn off.
Anyway good luck with whatever you will be choosing!
Marco