I took the dive into Linux gaming at the start of the year and never switched back to windows. It’s so much better for everything and Steams work on big picture has let me turn my PC into the Linux console of my dreams since the steam machine vaporware days.
Additionally the ease of use of using Linux vs windows for gaming has gotten me to start using my pc for local coop a lot more. I’ve had so much more success using multiple controllers with Linux than windows.
My biggest worry, like anyone’s, was that I would feel limited by the games I can play. I’ve honestly started to try even more games since I’ve had better experiences with switch emulators on Linux (Yuzu my baby). Sometimes a newer game won’t let me use the latest version of DLSS my GPU supports but that doesn’t make a game unplayable, I just don’t get max graphics/ performance.
The only game I can’t play is rocket league. But I can only blame Epic for actively breaking the game on Linux.
I have a couple games that don't work, but yeah, these days it's very rare for something not to work. I don't bother checking ProtonDB any more to see if there are any known issues before buying something.
The only one I care about much that doesn't work is Command: Modern Operations; there's not really much by way of competition out there for it.
One other benefit -- I don't know if this is still an issue on Windows -- but there are historically a couple of fullscreen games that dealt very poorly on Windows with being alt-tabbed out of, because the game needs to restore context when things come back, and some games didn't do well at that. Steam doesn't explicitly expose this as a feature in the UI, but you can just fire up winecfg on a Proton prefix and then ask that a virtual desktop be emulated for that prefix, and the application will be unaware of it if you go switch to another workspace or something. As far as it knows, it's still in the front and running fullscreen.