No 'probs' with licensing maybe, but beyond that, you can expect plenty of 'probs' running anything modern in terms of hardware or software on it.
I think I missed your point here. Linux runs on more hardware, more architectures and more platforms than Windows ever has. Linux has support for hardware, protocols, filesystems and technologies LONG before Windows does. Linux had the first, working Wireless USB drivers and specification before Microsoft even thought about it. Linux has more software applications available to it (by several orders of magnitude), and even runs most Windows software if necessary.
So what exactly were you trying to say above? Because I missed it. If you want something that supports current, bleeding edge hardware and software, Linux is the only way to go. If you want something that supports 15+ year old hardware, Linux is the only way to go.
If you want to play games on your computer and not much else, Windows is probably a good fit.