Are there languages generated by linear grammar which aren't regular?
Of course. Look at the first example on Wikipedia:

$\qquad S \to aSb \mid \varepsilon$

is linear and generates $\{a^nb^n \mid n \in \mathbb{N}\}$, a non-regular language.

If you mean left-linear, or right-linear, then no - they are equivalent to REG.