A version of iTunes arrived on Windows 2000 and Windows XP in October of 2003; two years. (October 2003 also saw the announcement of Panther, 10.3.)
Prior to the availability of iTunes on Windows, MusicMatch Jukebox was commonly used with Windows, and that package was included with various iPod devices.
The general market acceptance of OS X didn't really get rolling until the Intel port, and that was announced during the 2005 WWDC. (I don't have that plot handy; that's from memory.)
Here's a plot of iPod sales, and note the sales trend and the years: http://www.macobserver.com/tmo/article/charting_apples_growt...
For more plots on sales of iPod and Mac devices (as well as iPad and iPhone), see the Asymco site. Here's one of the many available plots: http://www.asymco.com/2011/07/26/apple-has-moved-on/
And in a business, recognize too that Apple would have been foolish to constrain the potential sales of their then-new iPod product (and now iPhone and iPad) from the volume computing market, and that market was and remains Windows. And first with MusicMatch Jukebox and later with iTunes, they didn't. And they still don't. Their statements and their history of intentional self-cannibalization among their products points to this, too.
And in general, always question what your professors tell you. Always. That's part of what college is supposed to teach students, even if your individual professors don't or won't.
There was a market for Windows users to use the iPod, you knew that because there was software out there for it. You could go down to CompUSA or Microcenter and buy a boxed piece of software for $60 or so that would do all the syncing. All you had to do was provide an iPod and FireWire. There were a lot of people (at least gadget nerds) who were really interested in the device despite the difficulty of using it unsupported. I doubt more than a handful of people purchased a Mac just for an iPod, since ~$150 in software and hardware would let you use the 1st gen with Windows.
The iPod that was released with Windows compatibility was the first one to support USB, which was a necessity in the Windows world. If they had tried to sell to Windows users with only FireWire, I think the reaction would have been pretty bad.
Early adopters were buying a device that wouldn't work with their current PCs, and many ambivalent Windows users started buying Macs. They didn't see it this way, but they bought into the Apple ecosystem.
For many people, longer they live in the Apple ecosystem, the more difficult it is to leave - your non-Apple device looks different, feels different, acts different[1], and won't dock in music players or anything else, and needs a different charging/data cable. It's an eyesore like having a yellow door on your black car. For the large fraction of the population that values image, this is unacceptable, and Windows is equivalent OSX for most computing needs. The iPod served to funnel this group into this ecosystem.
After they had acquired most of the users who would willingly switch, Apple removed the lock-in to allow more users to purchase their device. This allowed both device and software (app+MP3) sales to continue to people less willing to switch from Windows.
In effect, it's also time-delayed way of creating different price points - early adopters had to pay extra to purchase a Mac, but later adopters saved that money.
[1]Unless it's a Samsung Galaxy Nexus?