Why should i use Unix?

I recently started getting into programming, and i have seen alot of people recomending that i should get a Linux to use Unix, or at least use a program like Cygwin.

Yet i have yet to understand what the difference it would make. Like, why shouldn't i just learn to use normal windows command lines?

tl;dr What advantages are there with using Unix as opposed to the alternatives?

EDIT: Saying that i started recently isn't quite fitting. I have decent experience in programming in serveral different languages in my spare time, BUT i only recently started to take programming seriously.