Regardless your choice of installation source, whether it is the installation of the prebuilt exe package or directly from the source on github (takes a bit more steps to have done but gives you higher flexibility and control), windows has worked for me perfectly for the purpose of development.

However running a production odoo server on windows is unbearably slow.

And yes, pycharm makes it all so much more fun, available for both windows and ubuntu.

For module development I use odoo on windows but the hosted production server runs on ubuntu. To develop custom modules I installed odoo10 and have opened in pycharm odoo_install_dir/server. So I have all odoo classes and don't get any errors that it can't find "form odoo import ...". Custom modules are in  odoo_install_dir/server/odoo/customaddons.

This works for me so I don't need to FTP everything to the server for a simple change. I test modules on windows server and when they are completed I FTP them to the server. 

I've installed it on windows using the documentation https://www.odoo.com/documentation/10.0/setup/install.html   

The majority of installations is on Ubuntu, and therefore your chances to find documentation and get help is much better if you use Ubuntu.