First of all let's make it clear that Linux is not an operating system (OS), rather it is the integral part of many Linux-based operating systems known as the 'kernel'. While there are perhaps hundreds of operating systems that use Linux, there is only one Linux kernel as far as i'm aware (not including forks). Similarly, most Windows operating systems use the NT kernel.
While there are many fundamental differences between the Linux and Windows family of operating systems, the most important for our purpose here is that most Linux-based operating systems are open sourced while Windows operating systems are proprietary black boxes. Given the title of this article, it may already be obvious which is the better choice for those of us who are concerned about our privacy.
Bill Gates never intended to help anyone, not then in the tech industry nor now as a philanthropist. Gates is one of the more evil people on the planet and this is evident when one reviews his actions.
Although one of Gates' goals with Microsoft was to make himself filthy rich, i suspect he had others that were far more nefarious and which involved mining data from those using Windows operating systems. Indeed, data is the new oil and large tech corporations, governments and intelligence communities absolutely lust for it. Windows 10 literally meets the definition of a virus in that it harvests an enormous amount of data and information about the person using it without their explicit consent and sends that data over the network. Contrary to what some Windows geeks might believe, there is nothing one can do to mitigate all the potential risks simply because all the risks can never be known.
It is simply not possible to trust any proprietary operating system or software. If the source is not published than, other than those designing it, essentially no one can audit it, and if you cannot analyze the code, then you cannot know everything it is doing. Windows is a black box and there is reason to suspect that back doors have been built into it that can be accessed by certain third parties, such as intelligence communities. Whether such back doors exist or not doesn't matter because the fact is, one can never know for sure.
Linux, on the other hand, was designed by Linus Torvalds for his own purposes. Upon realizing that it could be useful to others, he published the source code on the internet for free. He too likely could have become an extremely wealthy man, but unlike Gates, he chose to help people by giving away his work. That ethic has been carried forward by many thousands of people in the Linux community. Although the kernel is apparently heavily developed by large corporations today, the code is still open source, as is most of the software, and Linus is still involved in the project.
While you may think that i'm a Linux fanboy, i assure you i'm not. There are a lot of problems with Linux-based operating systems and you can read about some of my criticisms in my article, A personal perspective: From Windows to Linux to Windows to Linux to.... I didn't choose to use a Linux OS because i liked Linux, i chose to use it because i saw it as the only viable choice. Once i understood that Windows could not ever be trusted with my privacy, regardless of how many tweaks, registry edits and anti-spyware tools i threw at it, and once i decided that my privacy was more important to me than a workflow that i'd become accustomed to, the decision to abandon Microsoft made itself. All i needed to do was find a replacement.
How much you value your privacy is your choice, just know that with Windows there can be no reasonable expectation that it isn't spying on you. Should you decide to experiment with alternatives to Microsoft Windows, you may want to read the article i linked to earlier.