A good place to start to see how well your games run on Linux+Proton can be found at the website
ProtonDB. The games that are
least likely to work under Proton are multi-player cloud-based games, mainly because the companies that do anti-cheat libraries refuse to support Linux. Work is ongoing (many blogs and videos have been made on the issue, just search "Linux Anti Cheat") but this is not a technical issue.
Steam has even released its own Linux distribution,
SteamOS -- based on what it shipped on the SteamDeck using Arch Linux and KDE -- but it's not fully cooked for public use. People who want a Linux system primarily for gaming (never thought you'd hear THAT did you?) are leaning toward Bazzite Linux, though there are instructions on how to install Steam for Fedora, Ubuntu, Arch and others. NOTE: Proton appears to be optimised for AMD graphics cards.