It is probably true that the less familiar you are with computers, the easier it will be to change operating systems. If you don't know Windows from Linux anyway, what difference to your learning will it make if you sit down in front of Linux first? To be totally honest, Linux is not as user-friendly as Windows, and that's a downside if Linux ever wants to achieve desktop dominance. Where Microsoft can spend lots of money on user interface testing and design, with a UI architect to keep it consistent and clean, Linux is hacked together by a bunch of disorganised geeks, who don't have central leadership and don't do user-centric design by default. In that environment, is it any wonder that users trend towards Windows?
As stated in this article most people don't care about operating systems. They don't spend time thinking about them that much, and they don't find them interesting. They care about connectivity (ie internet and networking), being able to find their files and applications (typically, a web browser, MS Office and games). If finding files is just as easy in Windows as in Linux, but networking in Windows is easier for Grandma and MS Office and their games only run in Windows, then Windows will win, hands down.
Mokalus of Borg
PS - Though a large part of it has to do with the Microsoft marketing machine, too.
PPS - And all their marketing has to do is focus on ways their product is better.