Step 1: sign up for a perlmonks account so you can start your journey toward monkhood. :)

As for which OS to go with, it really depends on criteria. As you've heard, Windows will work fine, but probably isn't the most marketable since you'll find fewer Windows shops using Perl to do web stuff. They tend to use .Net and other MS technologies.

Solaris is an excellent operating system, is freely available, and can run on Sun or Intel. There are a few things that are strange, like the availability of Sun compilers vs. GNU compilers, but otherwise very straight-forward.

Linux is becoming more popular in industry, but might require more work on your part to install and admin, depending on the distro you pick.

Most of your Perl knowledge will transfer well between them all. Good luck!