I know that / is illegal in Linux, and the following are illegal in Windows
(I think) *
.
\"
/
\\
[
The easy way to get Windows to tell you the answer is to attempt to rename a file via Explorer and type in / for the new name. Windows will popup a message box telling you the list of illegal characters.
A filename cannot contain any of the following characters:
\ / : * ? " < > |
https://support.microsoft.com/en-us/kb/177506