Beware when creating files with Linux on a Windows partition! Some characters which are allowed in Linux are forbidden in Windows, making those files unavailable. Chkdsk would even treat the files as corrupted and will rename them and put them in a LOST.DIR.
So, forbidden characters in Windows are NUL : and \. Some applications (such as Windows Explorer) also forbid ? * + and % although they will be considered correct by chkdsk.
For comparison, only NUL and / are not allowed in linux (and *nix) file systems.