Windows and Linux can be equally secure, the real issue lies in which is more vulnerable, since most of the insecurities happen at the hand of the user and a virus.
On Windows you have viruses "dozen-a-dime" and this increases the chances of getting compromised, if the user has no common sense when navigating the internet.
On Linux there are barely any viruses, and most system compromises occur due to a weak root password and a wrongly configured firewall(iptables), in general we can assume that Linux is more secure, but as stated earlier, most security issues happen at a user level regardless of your OS.
I would advice you to try Linux and learn a bit about it, if you think it's not for you then you can go back to Windows.
Linux is about freedom, not commitment.