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Linux has a Firewall built in mate its basically ip tables, im not saying you have to have it enabled as there are no ports set to listen on linux like there is on windows but if someone gets connected to your network (your router) then they can access you computer wether its linux or not, every thing should have a firewall turned on my firewall is built into my router its not actually on my laptop/pc. it is best to have a firewall and it not get used then to have someone try to externaly access your computer and not have a firewall.
Linux is amazing and its free/open source so you can do what you want with it it really is the best os i think i have it on my ultrabook but i have windows 8.1 on my pc and i have not been on the tech preview i did it with win 7 and 8 but i have not looked at it for win 10 but it definatly seems like it could be the best windows they have made so far i just hope it lives up to the hype lol
the big difference being that there is no admin account set in Ubuntu/*nix by default like there is in windows,
so if anyone does get access to your Ubuntu PC they cant actually execute a virus without your input of the password,
the other thing to remember is, Ubuntu is Debian based, this makes it very popular with lots of stuff available for it, just be careful when buying HW, HP are really good at supporting Linux, my HP printer works via wifi to all my Linux kit, Ubuntu even comes with the HP drivers built in.
if you really need to use windows try running it in a sandbox within Ubuntu, virtualbox is good.
btw, I run Ubuntu on all my stuff, except my phones, they are Android, which is a version of *nix of a sort, and 2 of the tablets, 1 Android, 1 Blackberry, but the other tablet is Ubuntu, and its brilliant.