Tldr: for your first Python web-app, you will be fine. Focus on learning programming, and there are easier ways to learn Linux than installing it.
If you go for i.e. game-dev, with Unity or other game-engine with windows IDE, you will have it easier on Windows.
Certain ecosystems, like .Net with the full Visual Studio are more suited to windows development.
Certain ecostystems are very cross-platform (i.e. Java ecosystem, including the other JVM languages like Scala, Kotlin, including Android-dev here, client-side web-dev) and you don't need to care as much.
Client side in general, you will be fine.
Server-side, with cross-platform, you will be mostly fine, but you will start running into issues where not everything will work as well on windows (i.e. once I used smaller python library, and the creator never tried to run it on Win, and it worked only on linux) ... but for large projects (web-servers, database-lbiraries) you should be fine.
Windows now has some support for running linux shell with "windows linux subsystem", or you could install virtualization software (I usually opted for virtual-box) and try out various distributions there)
Once you want to run the thing somewhere public on the internet, it will in the end probably run on linux one way or other, but there are services like Heroku that simplify that to a level of "do you have a git-repo public somewhere? we will take care of the rest", and often have free-tier for people trying stuff out.
In hte end, knowing linux is very useful. But it is not necessary to start.