You can run all of the tutorial stuff in Windows, and it's not a bad idea to learn things one-at-a-time. I would suggest, however, that if you are serious about using django, you need to learn Linux, too. The easiest way to do that would be to download the current Ubuntu desktop version, make appropriate bootable media, and install it on a laptop or workstation you already use. The installation will re-partition the disk and set up the dual-boot configuration for you. Then use Linux to do your more advanced django learning projects.