I haven't tried python (I probably will sooner or later) but I don't like scripting languages that much. Well, my friends (coders) like it pretty much so probably it's not as annoying as some other scripting languages, IDK, I have nothing against it.
I would say you should learn some simple languages like Basic, Pascal or go for C/C++ instantly (but if only you know you can manage - if you're not sure, leave it to learn in the future). I cannot recommend any book as I always learn from documentation, tutorials and friends (unluckily I've reached what my friends can do and can't learn from them anymore). But it's just me. Some people learn from examples and trying while some people learn from books.
So, to sum up, I would say go for Basic or Pascal. They are really simple and still powerful enough.
About Linux and Windows. C/C++/Python/Pascal... They are cross-platform. It makes no sense for you which OS you are using. Only libraries may differ. Or you can pick up cross-platform libraries. But libraries are more advanced. First learn the language.
Most people say that Linux is more comfortable for coding. And I would be one of them. First of all - I love terminal. Windows have the terminal as well, but it's not as good as the Linux one.
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