Build that firewall

Windows ships with its firewall enabled by default. Desktop users can run a friendly firewall GUI such as ufw, or even write their own iptables or nftables rules, but distros universally leave this up to the user. A cynic might say that this is because Linux users have enough trouble with networking as it is, but the reality is that most desktop users don’t need a firewall.

This changes as soon as you start running services (such as having listening ports that the whole world can connect to). The NAT (network address translation) layer on home routers that filters traffic from its external IP address to the local network (for example 192.168.* addresses) was never meant as a security in the early naughties will tell you, establishing a direct connection to a machine behind a NAT gateway is difficult, even more so when your machine is likewise NAT-ed.