if you are a newbie, then most everything will functions the same between linux and windows version of PHP. I did have some troubles with require way back when but that has been fixed.
Other than that the only thing I can think of is the file structure, for instance IIS (windows) your website will be in: c:\inetpub\wwwroot\
whereas in linux it will be in: /var/www/html or /www/domain-name etc etc, take note of the slash directions!
a website that i used when i started learning php was
http://www.phpfreaks.com
they have plenty of tutorials and examples of almost all the functions developed
you can download PHP from the author's site of: http://www.php.net
and yes you can keep submitting your site to the host and practice there, and so long as you are only usign text as your output then no you will use hardly any bandwidth, but for me i liked testing in my own computer so if you are usign windows then go ahead and install php and try it out there. The reason i recommend this is becuase some servers/host may or may not show errors. That is for security reasons, so if there is a syntax error and your host has all errors not shown you will not know where your mistake is, but if your are testing/debugging on your own computer then you can tell it to flag each and every single errors (and yes there are different levels of errors).
Good Luck!!!
