There are several reasons why you might want to run both Windows and Linux on the same machine. The most obvious is that you want to try Linux but keep your options open. Indeed, even if you decide to stick to Linux, there's arguably little point getting rid of Windows completely if you don't have to.
Another reason would be if you want to carry on using Windows most of the time, but would prefer to have Linux available at certain times. A good example is my own situation: most of the time I run Windows and can cope with any freezes or crashes. However, when I am writing articles to a deadline (and multitasking with blogging software, an internet browser, image editing and listening to music), I can't afford to risk having delays from crashes and reboots. Though I don't want to run Linux all the time, I now write time-sensitive articles using it.
A dual boot system (where two operating systems are available, such as Windows and a Linux-based system) is also a good solution to the problem that a large proportion (maybe 80% in my experience) of programs and features run fine in Windows, but the remaining ones are extremely problematic and could take so much work to sort out that it undermined the advantages of Linux.