Windows and MS-DOS use the control characters CR+LF (carriage return, ASCII 13 followed by line feed ASCII 10) for new lines, while Unix uses just LF.
As far as I know CR+LF made sense for systems controlling a real teletypewriter, which has an actual carriage. LF only may make sense for teletypewriter with automatic carriage return, or just as simplification on systems which do not need the physical interpretation of these characters anymore.
Now I wonder why MS-DOS, being a rather recent OS, is using CR+LF while Unix, which was one of the OSes operated from teletypewriters, only uses LF. It seems like it should be the other way around.