I am relatively new to all this low level stuff,assembly language.. and want to learn more detail. Why there is a difference between Linux, Windows Assembly languages?
There is no difference. The assembly code is the same if the processor is the same. x86 code compiled on Windows is binary compatible with x86 code on Linux. The compiler does not produce OS-dependent binary code, but it may package the code in a different format (e.g. PE vs. ELF).
The difference is in which libraries are used. In order to use OS stuff (I/O for example) you must link against the operating system's libraries. Unsurprisingly, Windows system libraries are not available on a Linux machine (unless you have Wine of course) and vice-versa.