This entirely depends on the application infrastructure you are planning to host. Because some applications, for instance, an application designed using DotNet, can only work with Windows hosting and vice versa. However, for applications that support both Linux hosting and Windows hosting like a PHP designed web-application with MySQL database, we recommend Linux hosting. But this is not a standard answer. It altogether depends on your convenience. If you are better acquainted and comfortable with Windows, it is best to go with Windows.
If you still have a concern and find it hard to decide which hosting best fits your application, we are happy to assist.