What is your threat model like ? Who are you intending to guard yourself against ?
Is it an assembled PC or a pre-built ? Pre-builts may come with some form of tracking. OS support also may be a concern on some pre-builts.
Maybe something like Debian 12 testing might be a good Linux option to consider, of course Windows or Mac are not recommended for the privacy conscious amongst us. Debian is not the most user friendly to get installer image of, but it has a fairly straightforward GUI based setup for a fresh install.
In case Windows is a requirement then probably look into the Tron script, helps automate a lot of things you might need as privacy settings (among other actions performed by the script).
Note: These are to be treated as opinions, not advice.
I just want to play fun games that have a great and comprehendible story.
They would also need to be natively made for PC (along with any other platform that the devs/pubs might want). I understand why console ports exist but one can wish.
Some AAA game examples/concerns off the top of my head:
MGS V ? Fun gameplay, couldn't make head or tail of the story without viewing content from others, and still I feel it's way too confusing.
AC ? Things were in a good direction from a story standpoint at one point in time years ago but they lost it, didn't enjoy the new RPG-like direction as much either. Gameplay was a power fantasy thing I guess. Whether I like it or not is dependent on my mood during the session.
Skyrim ? Fun game, never got around to actually "finishing" the game because there would always be a break and I would entirely forget where and what I was doing earlier.
Souls-likes ? I don't have a problem admitting that my skills are pretty sucky. Effort required to the rewards are pretty bad for me, and there is no particular story that I have seen other than community theories.
I'm working on my years long backlog, in case anyone wants to make recommendations it'll probably take a long time for me to get to it if it isn't in the current list...