Linux is simply learning, its much different to handle than Windows.
Its different, but much better and safety.
The Atavism Server handling on Linux is exactly the same, the only "scary" thing is to install Java on it as a newbie but you can find anything you need, just use google for it.
https://linode.com/docs/development/java/install-java-on-ubuntu-16-04/
https://askubuntu.com/questions/521145/how-to-install-oracle-java-on-ubuntu-14-04
For MySQL you can simply use XAMPP, graphical install, all easy.
Sometimes when you rent a dedicated server they only offer Ubuntu/Debian as Server Distribution, so you have to install a desktop environment and a remote desktop service separately.