You should use Linux instead of windows because of the following reasons:
1. You can explore any external servers using ssh in Linux, but in windows you'll need some 3rd party tools like putty.
2. If you have to host node.js locally on your machine, then it is quite easy in an open source OS like linux. In windows, usually there are some conflicts regarding port assignments.
3. Linux commands are quite handy. Granting permissions, browsing directories are easier in linux.
What Bharat said, and while there are workarounds and installable packages/applications to make Node.js work well with Windows, it definitely requires more work than a Linux/Mac machine.