The OS is not inmportant when R is used. I reccomend that you use Rstudio or Rcommander for program the analysis. You can install Rcommander in R console with the command
install.package("Rcommander")
Rcommander has a GUI for avoiding programming. But if you want to take R adventages you must learn to program in R and for it is better Rstudio. Rstudio provide a interface to program very similar to matlab GUI. Both can be used in linux systems, Windows or Mac.
http://www.rcommander.com/
http://www.rstudio.com/
# This example can run in your computer perfectly
# We check the number of cylinders effect in car gasoline consumption( miles per gallon )
As Javier mentioned above, the OS is not important if you're running functions that are already in R or can be installed via some R repository such as Bioconductor or CRAN.
Speaking for myself, I only care about the OS if I want to run any system commands within my R scripts.
With linux, you'll have all the goodies of the command line which make things a lot easier e.g. for extracting stuff out of files you have grep and awk: