Windows is easy if you play around with it like we do. I use a virtual machine (VMware) where I can install an XP OS, I can do what I want, install what I want, damage it as much as possible and no real harm can be done to the proper real machine your using.
I use mine for installing malware on, and like I said, I can install as much malware as I want, and no damage is done (but this is for the advanced user, malware is very sneaky in a virtual enviroment), I just re-format the OS on the virtual machine if I can't boot it anymore.
http://www.vmware.com/If you want to learn Windows, it's best to get a dedicated test machine and an old XP disc so you can start of by installing an OS, then start playing with Windows utilities and see what you can do without using 3rd part software (drivers obviously don't count, they have to be 3rd party)
Mac is very different, not even I would know where to start with Mac.
Linux is also somewhat easy and hard to learn, but even better, Linux is free! and there are more than one distribution.
In Linux, the Terminal is
GOD. The layout of Linux is very different, if you do anything around server/web hosting, you'll see a lot of server machines are using Linux.