There are many websites that offer comparisons of Linux and Windows. I think the most objective is this wikipedia entry. But if you do not like long explanations, I think Get GNU Linux is the best place for you to start knowing why you should install Linux and ditch Windows.
The main reason why Linux is the better option is when you get a Linux distro, “you also get the freedom to study, copy, change, and redistribute it – that’s what makes it truly free software.” Here is a good list of what is better in Linux as well as what is mostly the same and what is not as good in Linux.
So why not Windows? Because when you buy it, you will get to face harsh restrictions. And besides, the Windows operating system and other Windows products like MS Office are not sold, but only licensed. But I am sure you want to read this for a more detailed explanation.