yeah, linux is great. I'm using ubuntu and I like it alot, but u need to do some stuff before u will get it working like u want to. But overall it's a pretty nice OS.
I have yet to try gaming on linux, but I'm going to try it when I find the time to install wine or cedega.
it's pretty hard to say which one is better. Windows is more user friendly, and it's alot easier to do basic stuff like install programs. (well it's damn easy with linux when u get the idea, but at first it can be quite hard) Also windows comes with basic stuff like .mp3 support, which u have to install to linux if u want to listen to .mp3s.
But if u have the patience to configure linux it will be a great operating system. U don't really have to worry about security and stuff like that, ofcourse having a firewall is always a good idea. There are also some anti-virus and anti-spyware solutions, but they are pretty much useless since there are very few viruses designed to linux systems.
But just try it out and see if u like it, can't go wrong with linux. U are not paying anything so u don't lose any money if u don't like it.