Generally speaking, as long as the game doesn't have kernel-level anticheat, it'll work on Linux. Basically, you miss out on some competitive multiplayer games, but not all. Everything else works fine, you might have to check protondb.com for some specific fixes, but usually Steam handles all that stuff in the background. For GOG/Epic/itch.io etc. Heroic Games Launcher is your best option, though sometimes I have to use Bottles for certain games. Some people like Lutris, I haven't had any luck with it. But, for the most part, games "just work" on Linux now.