1. tcpdump
2. nmap
3. dig
4. host
5. grep
That's a small list, and knowing just the basic syntax of each of those commands will help your work as an analyst. There are many, many others, of course, and every analyst could probably make a list of their top twenty-five. tcpdump has a Windows version as does nmap, but at some point along the way, you'll need to go beyond Windows to be able to use tools that don't run or have never been ported to Windows. Whether that's Linux or MacOS, either will serve you well. The vast majority of commands will be the same on either platform.