Just look at the posts in Operating Systems yourself. I don't see anyone posting about applications there.
I think you'll find yourself in a pickle here. At AT, unfortunately, we don't seem to have any cross-platform sections. The closest, (and my favourite place), is the Programming forums, where a lot of cross-platform ideas get discussed, but posting about Opera there, WILL get your thread moved.
Like KT mentioned, I recommend you post in "Software for Windows". You'll get the most readership (?) there.
Now, if there are some new features about Opera that are Linux or Mac specific, you can consider posting about
those features in their respective areas. As allisolm mentioned, do NOT cross-post. It'll just make you seem like a spammer.
-cd
EDIT:
from op,
since Opera is available for Mac, Linux, and OS X
I just noticed.

With THAT kind of bias you'd better post in the "All Things Apple" section.