I love Linux, but gaming is the only thing keeping me going back to Linux as my main OS. I heard that Linux can play most steam games except Multiplayer online games due to the anti-cheat software not being designed for windows.
That's no longer the case. I'd say about now, there are more multiplayer games that you can play, as opposed to ones you can't play.
See: https://areweanticheatyet.com/ as reference, but it's not very up-to-date, so https://www.protondb.com/ would probably be a better reference.
You simply install Steam, and Proton (kind of a fork of Wine) will be installed to provide compatibility for Windows games for you, in a transparent manner.
Proton has greatly increased the compatibility and performance of Windows games on Linux. In some cases, it's faster on Wine than on Windows (in part because some Windows APIs are stubbed on Wine).
Proton DB has the list of Steam games and user reports for how well they are supported under Proton.
For gaming specifically, AMD graphics cards tend have fewer driver problems than Nvidia (though some Nvidia users don't ever run into issues). Commonly recommended distros are Arch (or Arch-based like EndeavourOS), Pop!_OS and Fedora.
But a general advice would be give it a good try first on your real hardware before you switch to it, and approach it with a mindset that this is a completely different operating system, and not everything will work the way it used to in Windows - you may need to ditch some software completely, and change the way you do certain things. If you rely on programs like Wine or Proton you should expect bugs. If you have an nVidia GPU, there's a good chance you'll run into issues or limitations sooner or later.
Only attempt switching if you're prepared to deal with all this, and have tons of patience.
Other than that, a good way to try out Linux would be to install Ventoy[1] on a USB drive, and copy a bunch of different Linux ISOs to it. Ventoy allows you to boot from multiple different ISOs/image files, so you don't need to prepare a different bootable USB every time. Some ISO recommendations: Pop!_OS, Zorin, ElementaryOS, Nobara, Linux Mint