You can have full unix-like web development platform running on Windows too, there're plenty of AMP packages for Windows. [L|W]AMP means [Linux or Windows]+Apache+MySQL+PHP/Perl/Python.
http://en.wikipedia.org/wiki/Comparison_of_WAMPs
I recommend XAMPP, this can be somewhat easier to start with:
http://en.wikipedia.org/wiki/XAMPP
Personally, I do run CentOS Linux on my second PC and dual-boot Ubuntu Linux on notebook. However it takes time to learn new OS.
You can attach your domains to blogging services such as TypePad for free, so no need to buy hosting until you will really need it. Or as fab said you can use WhyPark. Another option is to go with Google Apps, their web editor is simple and easy to learn. Google Apps are free too, and no ads.
If you need any help just send me a PM. Good luck!