Well first and foremost, it is free. Yes there are paid version of some of the Linux distros out there but Open Source means free. The most notorious paid version of a *NIX variant is OS X which is build off of a BSD base.
As for what it can do that Windows cant, that is tough cause the way the industry works is something is though of and done, then copied. Everything i have tried to do in Linux i have been able to do in windows and vice versa.
It is all about personal preference. Some people are comfortable with the whole Terminal usage (think Dos Prompt) and the open source aspect. Some are so used to Windows and its closed source side that they cant switch.
I have used both. Linux not as much, by about 14 years, as Windows. But that doesnt mean that there are many things that are not good or better in Linux. for starters, it is far easier to customize the look and feel of Linux. while it can be done in Windows, the whole aspect is far easier in Linux.
So yeah you are going to get a whole wide range of aspects on this. Let me say this now, NO BASHING OF WINDOWS OR LINUX SHALL TAKE PLACE. If i start to see comments saying that any OS is bad for ANY reason i will delete the post and close the thread. This is for OPINIONS and as such your opinion is not going to be that of everyone else who has ventured into the Dual Boot world. So if i see any comment about Windows sux or that Linux sux i will not hesitate to stop this thread dead in its tracks.
I have shown that it can be done. No bashing took place and my opinion was stated. There is no reason for any type of hating. This is the only warning.