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The specifics that I am aware of regarding MS-Windows:

All the way up to Windows 98, stability was a significant issue. Mostly due to a faulty program being able to crash the whole system. Windows 2000 and foward are better about this, using the NT kernel. (The Kernel is essentially the engine of the Operating System. When you're driving, you never touch the engine but intstead touch the controls. Same with an OS.)

IE ( Internet Explorer) is integrated into the OS. Deeply. You can't remove it. This means that any security flaw in IE is a security flaw in Windows.

User-Permissions is a big difference between Windows and UNIX-like systems. Under UNIX, you don't login with an account capable of destroying everything and breaking the system. This way, if you get hit with a virus/etc then it won't be able to do more than mess up your own account. Under Windows, most of the time people are logged in with "Administrator" privledges, and thus any virus under their name can tromp about like Godzilla in a China Shop.

MS doesn't have a very good track record of security. Until Windows XP, there was no integrated firewall. Until XP's second Service Pack, if you enabled the firewall then Windows would bring the network connection online when booting, then activate the firewall about a minute later.

Windows does have advantages, however. One of these advantages is also a flaw, depending on the person.

Windows is very easy to use. It's designed to be easy to use, to the extent that it can get in the way of more experienced users. Sometimes it will do things it thinks you want done, rather than do what you tell it to.

Windows almost has a monopoly, so most makers of hardware make drivers for their hardware to work with Windows. (This also leads to some instability, wherein crappy drivers can crash things. I had a RealTek network card that would cause my system to goto the Blue Screen of Death if I downloaded too fast, but using the Japanese manufacture's drivers fixed that.)

Windows also has a wider selection of games and assorted software, though this is possibly also a function of being the biggest market to target.

If you want to try a non-MS operating system, I recommend looking into Knoppix. Burn it to a cd, pop it into the drive and reboot. Runs off the CD, and doesn't modify the hard drive. Nice way to try something new, for the cost of a blank CD.