Linux is free and opensource, meaning you can start building your own programs and eventually sell them, while on windows you can only sell them if you buy a license for windows and/or the application you used for creating them.
Second, Linux implemented many innovations so it's one step ahead... For example Linux was running Eye Candy and Compiz/Beryl long before Microsoft even started to work on this... You'll find many more examples, i'm sure!
Furthermore Linux is more stable, and in case an error occurs, because nobody says they don't, you can easily find from where it came from and eventually debug it.
Last but not least Linux is extremely configurable, meaning you can make it run the way you prefer (even creating your own Linux distro in the end). The requirements aren't that high on Linux compared to windows... Just look at Suse Linux's requirements and at the new windows Vista, even XP. So you can do the same thing on windows, even more, and with less resources needed!
Suse it's a great distribution for startng with Linux but if you really want to learn what Linux is all about try either Debian or Gentoo.
As you know Microsoft and Novell (the company that designes Suse) has signed an agreement through which Microsoft and Novell will provide a series of solutions to make linux and windows work better together. The real reason for this is that Microosft wants a company to compete with, not an entire comunity! Take Apple's example :).