Is it better to use windows hosting or linux hosting?

Hello,
I wanted to ask what is better for long time using - windows hosting or linux hosting? what is the main differences?

It fully depends on what you are trying to do. What are some of the things your web server will be doing?

One thing I notice is that linux names are case-sensitive .
This “myStory.html” is a different file than “MyStory.html” .

That is correct. Most Linux based machines are case sensitive and you need to be mindful of this.