Some people who are new to Linux dedicated servers have the mistaken perception that Linux must necessarily be free of charge. Linux is definitely free software, but when Linux users talk about it being free, they are usually referring to its free and open source license, not its price.
When you pay for commercial software, one of the things you are paying for is support. In fact, if you pay for software and do not get support, your vendor has ripped you off, having not done anything to earn its money.
Part of the freedom of Linux is that you can choose to acquire it for free if you want, but with that freedom comes the independence of managing and configuring your software yourself. No customer support professional will help you, although you can usually get some level of support from community users on message forums, wikis, and help sites.
If you are using your server for a business, however, it may be worth your money to pay for support. Commercial Linux distributions are not simply making money from something others give away for free. Their fee is largely for support. The advantage of licensing your server OS with a Linux vendor is that they will help you every step of the way, from deployment to everyday use.
With a great deal of confidence in a competent IT staff, you can probably do without Linux support, but in any other situation, it is usually a good idea to pay for it. The overall cost will still likely be lower than proprietary software plus support, and you can save yourself a big headache by being prepared.