Honestly, I usually dual boot windows and Linux, then if the game I want to play doesn't work on Linux, I just switch to Windows. But recently I've had very few games not work out of the box on Ubuntu. So I wouldn't stress about it too much.

If you want to mostly use Windows, you can trim out all the telemetry and garbage using installation utilities. ( Win Util is the one I used, I think) This makes a much lighter and cleaner windows without the bloat and garbage and spying. (You'll never truly be free of it, but it helps). If you are curious I can try to dig up the method I used.

I find I usually gravitate back to Ubuntu as my default system because I am familiar with it, but I wouldn't say it is the best.