Yes and no. Windows is by far the biggest target, and therefor the one most likely to get hackers attention. However other OS's are not immune. In fact the only time I've personally ever been hacked was my Linux based server some years ago.

Not strange at all. The problem is that there is no single guaranteed way of removing an infection, short of reformatting and reinstalling everything from scratch. You can try running anti-malware software, and there are sometimes instructions for manual removal of a specific infection, but each is different, and there's no guarantee that it'll work. Protection is by far the less costly, least time consuming approach.