Linux

To be honest, security in the desktop Linux space has traditionally been a bit shit.

Since you're new, it's important for you to understand that Linux is a kernel. That's the most low-down part of your operating system that handles your OS talking to your hardware and vice versa. Linux is not a full OS; it doesn't provide any userspace tools that an OS provides. That's why people don't install Linux on its own, but they install Linux distributions, which are full OSes using the Linux kernel that come with more or less software to make Linux a complete OS, or at least bootable. That means that there is no one way to do things in Linux. There are some Linux distributions that are security-focused, such as Qubes OS and Alpine Linux. There's also the new immutable distros, which provide security because the entire OS is defined declaratively, meaning you can easily rollback changes, and it's harder to get infected with malware on those systems. There's a lot of variability. Some systems are quite secure by default. A lot of other systems do not set up any security measures by default and expect the user to do that.

If you're interested in hardening your Linux install, I would recommend the Arch wiki's security page which has a lot of good advice.

Security is a really broad topic and the relevant security measures for you are going to vary based on your threat model. General good practices include using some form of MAC, setting up a firewall, don't install random crap you don't need (and if you are getting software from somewhere that isn't vetted, e.g. the AUR, you should vet it yourself—e.g. if you use the AUR, learn to read PKGBUILDs), use full-disk encryption. Anti-virus software is largely not necessary on Linux, especially if you only install software from your package manager and follow other security good practice.