Have you ever lost your precious work because Windows crashed? Do you always shut down your computer the proper way, or do you sometimes just switch it off because Windows has gone crazy and doesn't let you do anything anymore? Have you ever gotten the "blue screen of death" or error messages telling you that the computer needs to be shut down for obscure reasons?
The latest versions of Windows, especially the "Professional" ones are becoming more stable than before. Nevertheless this kind of problem still happens fairly often.
Of course, no operating system is perfect, and people who tell you that theirs can never ever crash are lying. However, some operating systems can be so stable that most users never see their systems crash, even after several years. This is true for Linux. Here's a good way to see this. When a system crashes, it needs to be shut down or restarted. Therefore, if your computer can stay up and running for a long time, no matter how much you use it, then you can say the system is stable. Well, Linux can run for years without needing to be restarted (most internet servers run Linux, and they usually never restart). Of course, with heavy updates, it still needs to be restarted (the proper way). But if you install Linux, and then use your system as much as you want, leaving your computer on all the time, you can go on like that for years without having any trouble.
Most of the time, you won't leave your computer on for such a long time, but this shows how stable Linux is.