Hi johneriskon,
It's not a stupid question at all.
Android is a variation of linux/unix and with these OS's (Android, linux/unix, Mac OS-X, etc) colons can be used in filenames. Windows, on the other hand, will not allow colons - I do not know why it does not allow colons.
There will be, I'm sure, other differences between the two OS's besides file naming conventions...I can't think of any off the top of my head. It's what makes cross-platform development a challenge.