Personally i'll suggest you to go with Linux VPS. Reason is the open source apps which are more secure in linux environment while sql attacks/script kiddies can cause more damages to windows server than linux. And performance wise you'll find linux much better in comparison.

If you want to take more technical opinion on this one then head over to serverfault.com and you'll get the pros and cons of both these systems.

I can assure you that the application that you need to use for the IM work (like wordpress or list hosting etc) will work with both linux and windows server. So there is no cons that way.