The Windows Police are going to come and get me, but IMHO PMS runs better on Linux and Linux is a nicer server in general.
The AMD Police are going to come and get me, but IMHO Intel Quick Sync is a killer feature that is pretty much mandatory for PMS, and AMD does not have feature parity yet AFAIK.
The Synology police are going to come and get me, but IMHO a Syno is usually a poor server even though it’s Linux as most lack Quick Sync, have poor performance, and are generally just more fiddly if you are into running your own server apps.
The Debian police are going to come and get me, but IMHO Ubuntu LTS is a great distro for new users because it is so popular it’s really easy to find help.
The Ubuntu Police are going to come and get me, but IMHO it is OK to run a “desktop” version of Ubuntu as your server. The ignored desktop software takes scant resources, but you have a GUI if you want it, which can be very nice for new users. It’s also just… Fun?
The Docker Police are going to come and get me, but IMHO running Plex without containerization is not a crime; it is a human right. This simplification makes getting started easier on people who are new to Linux. Just use the built in PMS feature to back up your PMS database to a separate volume so you can recover from disaster. (You may join the Docker Police later when you are ready, word is they are always recruiting.)
There are lights and sirens outside now, and I hear pounding on my door. I’ve said too much, and my time grows short.
I think the best Plex server for most users is an inexpensive computer with an Intel Gen 7 (at least) CPU + GPU, running Ubuntu unless you are already experienced in other distros. Separate server provides more capability and fewer hassles, albeit at additional cost if you do not have a well stocked computer junk closet.
If your Windows hardware kind of matches that spec, you could try putting Linux on a spare hard drive, and just check it out.
The police are almost here. Farewell, and remember me.