The way you interact with the computer is completely different.
You can do everything you want from the terminal in Linux, which can be very nice if you're remotely connecting into the server, like you will be.
I'm not necessarily saying it's more useful than Windows, but I'm presuming you already use a windows computer, otherwise you wouldn't be asking. If you choose a Linux server, you'll have some experience in both.
The other nice thing is that if you learn one distro of Linux, you can use prettyuch any computer in the world (OS X, BSD, Solaris, Hp-UX, AIX). If you stick yo Windows you'll only be able to use Windows.
Driving an automatic is fine, bit it's nice to know how to drive a manual.