FOSS gamedev and creative worlds

I have questions, but I've never had answers.
What it's the difference between MinGW and MSVC?
Why it's MSVC the recommended one?
Witch one should I use?
If one it's way better than the other, why would you need to use the other one?

In the past couple days I have tinkered with both. As far as the inner workings... I have no idea, sorry. Things I can tell you: If you prefer Windows GUIs, MSVC is for you (you can work from the command line too if you like). If you prefer the *nix way of doing things, MinGW is for you. Further, if you prefer a more Debian way of doing things use MSys for MinGW, if you prefer something more akin to Arch (as I do) then try MSys2 (uses pacman for package management) for MinGW.
I just finished setting up MSys2 and successfully compiling my first MT build yesterday and was considering writing up a HowTo set up MSys2. I have a couple of things to work out and a script or two to write before I can do that though.
Best of luck to you, and be prepared to waste a day getting the wrinkles ironed out.

People say that MSVC is a bit faster on Windows systems than MinGW.
I never compared both, so I can't tell if that's true.

Switching between the two build types can be tricky when you override the old directory because they use different libraries/dlls.

Thanks blert and Krock, you've solved a lot of doubts to me :-)

MSVC is closed-source though, so i wouldn't recommend it for that reason.