First of all do install it on a Linux machine it will save a lot of time later on if your environment gets large.
Issues with windows:
Long paths
Missing multiple linux tools that make it fast to work with systems
Registry entries which make multiple things issues.
If you use MySQL:database if your using MySQL do be careful that your new database is also UTF-8 Binary collation and with InnoDB enabled in my.cnf
Check your networking that you can access JIRA.
Setup an reverse proxy in-front of it (apache/nginx you could even go with IIS if your going with Windows)
Reserve at least 2 Gigabytes of RAM and install separate database (which can also be mssql if your going to windows)
If you are using Linux use the binary installer which brings Java with it.
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