I recommend you buy a good anti virus like Norton or Kaspersky. IMO linux is an overkill if you haven't used it before. It's a bit more secure but you sacrifice some of the looks of windows and its compatibility with different programs and games. Ultimately it comes down to your cyber hygiene, not the OS that you're using. If you download infected files from the web, click on phishing links and carry data from other computers on USB drives, you will get data breaches sooner or later, regardless of what OS you decide to use.
I assume you know all these things, but haven't turned them into habits yet. As cruel as it may sound, being hacked is a great wake up call. My friend got all his data encrypted by malware and that was his time to start being more careful. Most people don't use any security until they get shit stolen.