I also recently learned Rails and Ruby. I’ll share my experience.
In the beginning I started with Windows. I never had extensive experience with Linux. I used the Rails Installer and, generally speaking, everything worked as expected. It was, however, painfully slow. I have a powerful machine, which made no difference.
Using the generators, running tests, etc… generally speaking, most things that ran on the command line would do so at a slow speed. It’s manageable, but it becomes quickly painful, especially if you plan to do test driven development.
If your environment is Windows, try it out and see how it feels. If it starts to hurt, switch to Linux like I have.
Another advantage to using Linux besides speed is a decent terminal. The windows one is awful. Console 2 goes some way to help, but still falls short of what’s available on Linux.