both systems can be hacked if you use them unwisely. If you click on a spam link or install a javascript in your browser, it doesnt matter if you have linux or windows or osx (mac). Historically Mac's has been the most secure operating systems but to be true secure use a cold storage wallet like Nano Ledger or create a paper wallet.

Cryptocurrency is like real money, if you loose it, its very hard to claim it back.