I've swapped back and forth between Linux and Windows a half dozen times now, and I can honestly say, both are a bitch to set up from a clean install.
Even with guides and autoloading scripts and whatnot, it's still going to be a few days of pain while you try to figure out what else needs to be installed to use the computer the way you want to use it.
Or that's how it works for me.
I mostly just wish more games were linux native.
I'm counting game installations. Then there's the fact that NoScript seems to reset every time I swap operating systems, so now I have to figure out what I've allowed and blocked before...
Then there's the pruning of random shit that was auto installed. Some of that shit can take days to find.
But most of the pain is when I try to do X, and need to find a program that will do it. This happens in Windows and Linux, and either will have programs that work, but then I have to find the program and learn it, and then let enough time pass where I have to do it all over again.
The most recent example was a map making program for my Table Top RPG obsession. One program that's a go-to under Windows (with possible Linux capability?) is called AutoRealm. Which hasn't updated since 2013... But it's still one of the most powerful fractal mapping programs I've ever lightly used.