Tails Linux OS is obviously better for privacy than windows and you won't have nightmare tracking and spying like with win os.
How could they spy on you if it's air gapped? You're supposed to never connect the internet.I did read that some researchers demonstrated that they were able to pick up the sounds from a hard disk seeking, and thus reconstruct data from the disk, even if the computer was not connected to the internet. However, that does seem a bit impractical, even for the most dedicated hacker..
If someone perform such action (where they need to be near of your computer), i would worry more about physical harm.
Having read the replies, my thinking is that it might be good to use tails for any significant transactions.
Good choice. Tails have better security, so there's less risk if you made a mistake (such as connecting the device to LAN cable).