Probably I will start to have problems but I would like to hear yours opinions.

The only problem you probably will have is the unfamiliarity.

Steam runs flawlessly with proton (check protondb to see compability and guides to your games).

Lutris allows to install non steam games with installation scripts you get from lutris.net

Wine can be a bit tricky at times but the community is very helpful.

Try to be open regarding the applications you will now have to deal with as most propiertary applications you know from Windows won't easily work (but can be ported via wine if you really really need to)

The Software Center is your friend and gives you a huge variety of applications to download and try out.

Happy journey!