Is Switching From Windows To Linux Really Worth It ?

Is there a big difference between configuring Windows 11 with some scripts (to disable telemetry, etc...) and using Linux ?
I'm still learning programming also, and I would like to know wether Linux will help me learn new things or sticking with Windows is enough ?

And if you recommend Linux, which distro you recommend for someone who mainly codes and play video games from time to time ?

big etc learn linux privacy programming scripts telemetry things windows windows 11