I was teaching my little brother on how to make a game. Pygames naturally come to my mind as it is pretty easy to understand and program.
I have tried to use pygames on Ubuntu and Windows. Both are fine. On windows though, I found that using installers for both python and pygame is the simplest. I was using python 2.7. If you had installed pygame 1.7 or earlier, make sure you remove the pygame directory under existing installation before you install.