Windows use third-party tools like PUTTY to connect and interact with Linux-based servers. This is not so convenient. For example, to copy files with Windows, you need to download another tool.
I switched from Windows to Linux. Here are the lessons I learned along the way.
Ofir Chakon

This point is less relevant now with Windows 10 — it has to be enabled manually, but W10 comes with an integrated Linux shell (which is actually running Ubuntu). Using that has made it much easier to continue developing on a Windows machine as I get access to everything Ubuntu gives you without the need to switch OSs.

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