Windows is more "universal" than MAC, in theory you'll find more programs/tools and what not that supports Windows version and not MAC OS.
For programs in general, you'll have a better time on Windows, though it also have its own problem, for instance the system updates and lack of control over the OS. But there is programs out there that allows you to "jailbreak" that to take back the control of your pc (disable forced restart, etc etc).
The choice is up to you in the end, but I don't think you'll run into so much troubles on a MAC with RPG Maker, tho I might be wrong. Just do as you want, if you encounter issues you could always switch. I'm fairly certain the projects folders of RPG Makers are built the same on both Windows and Linux (when you edit the project) so you should have no problem copying your project folder, and editing it on a Windows later on (except if the RPG Maker editor is a different version, but again backward compatibility is a thing in both RPG Maker and Windows).