I can't speak for everyone, but here is my reasons:
1) It's open source. GNU software also runs well without hassle.
2) Less hassle. Since I'm a developer, Windows limits me greatly. It seems all the good
....developer tools work better in Linux IMO. For example, I just type sudo tasksel in terminal
....then check the box for LAMP (Linux Apache MySQL PHP), and I have a fully functional
....PHP website in a matter of minutes, if not seconds. To do the same in windows would take ages,
....and it would be no walk in the park.
3) I have a little background in security. I know I am much secure running Linux.
4) I don't have to resort to torrenting stuff illegally or acquiring programs for large amounts of money. Why would I? I can get pretty much any free software working on my system with ease.
5) I don't like Windows 8... One of the greatest things about Linux... if someone doesn't like something, they make their own version of whatever it is.... for example, there are projects such as KDE, Gnome, and MATE. Gnome decided to go a completely new interface similar to Windows. Lots of people didn't like it, so they took Gnome's old code, called it MATE, and now they are their own little community.
6) Customizable. You can make Linux look anyway you it to...
7) Terminal. Although Linux is good about keeping it dumb for the Users sake with GUI, I find terminal more effective. Mac and Linux have a big advantage over windows in this area.
8) Very easy to discover new software. I can browse a repository of free software, and find interesting programs I never thought about tinkering with when I'm bored. Cool Stuff. Not only that, I don't go to random websites and download exe files... these are apart of a community repository.
9) Certain programs simply don't exist in Windows.
10) I find Linux entertaining. I like to learn new things, and there is always something new in Linux. And when you start learning it, you find the lack of freedom in Windows is just not acceptable anymore. I also like to talk to the guys in the Linux community, so it helps to be running Linux :P