I would strongly advise against using your build server (assuming that you intend to depend on it rather than it being a "toy" or "experiment") as your introduction to a new OS platform. You are very likely to need to be able to personally support every aspect of that machine's construction and operation, or you need to be able to hand it off to someone whom you can trust to do it for you.
Therefore, if you are comfortable only with Windows, then build it on Windows. If you can, build it yourself and keep it close to home. Don't use a hosted solution unless you truly need it to be available over the Internet.
Once you have your build server working well, and have some comfort with your ability to operate and support it, THEN consider constructing another such server using an OS or tools that are new to you. You will then be able to compare and contrast the two build servers, and you will always have a working build server when things go awry on your "experimental" one.
If, on the other hand, you are doing this as an experiment rather than for "production" use, then I would still recommend against having it hosted (again with the caveat that you might need to share it over the Internet)--keep it close and get to know it intimately (oh, beeeehave!).
In other words, if it is an "experiment", then don't allow any obstacle to your freedom to experiment: not distance, not money, not sharing, etc.
And, enjoy!!!