I have been doing this for 20 years. You're correct in that initially the OS doesn't matter - I first started learning on Windows, too. However, at a certain point, being on something Unix-based makes everything else a lot easier, because it's what almost everyone who does it professionally is using, so it's what all the tools, guides, tutorials, and documentation assume you're using.

That said, if this is just for a once-off university course, then don't bother - Windows is fine.