The main problem is that the blue screen often crashes due to conflicts between multiple factors at once, and finding the actual culprit is like looking for a needle in a haystack. The previous answer correctly mentions drivers and overheating, but there's one thing a lot of people miss: check the Windows Event Viewer and look for errors that happen right before the crash. That'll give you a much more accurate lead than blindly reinstalling drivers.
Practical tip: before you reinstall anything, create a system image and enable recovery mode. If you break something while trying to fix it, you can roll back in a couple of minutes. A lot of users are afraid to even touch system files because the consequences can be bad, but this way you give yourself some room to maneuver.
As for Windows stability in general - yeah, Microsoft fixes bugs with updates, but blue screens won't disappear completely. Often it's incompatible hardware or old drivers that the developer doesn't update anymore. So for stability, it's more important to constantly keep your system clean: uninstall unnecessary software, check component temperatures, periodically clean the registry.