DE0-NANO and Qsys : error when quit Qsys tools

1) Normally you don't initialize DDR. You make a small piece of on-chip memory and put your reset and exception vectors there. You can put the code in on-chip memory and the data in DDR if you like. If your code is too big to fit on-chip memory, you will need a small boot loader to do this. There are tutorials and some videos on how this works on the Altera website.

2) Linux vs PC won't matter. Your problem is that you are trying to run out of DDR which has nothing (or garbage) in it. You need to run out of on-chip memory or flash which has already been programmed.