The biggest issue is certain DRMs aren't supported in Linux yet, but others are, so it's just game dependent. I mostly play single-player, but the multiplayer games I do play work fine.
I don't have Windows on any machines at this point. I've converted everything to Fedora Silverblue and it's fantastic.
Vanguard doesn't work, and perhaps that's for the best.
Then again, kernel-level anti-cheat is not that hard to bypass with special hardware, either. I guess someone ran the numbers and decided that blocking some percentage of cheaters at the cost of blocking 100% of Linux users was a worthwhile trade.
What do you do graphics card-wise?
This lists the compatibility of most games on steam with Linux - you just need to enable proton in steam and you're good to go.
Any distro should work - distros really don't matter (or if they actually do for you, you're computer-literate enough to not need to ask)
I play all the Bethesda RPG games (TES, Fallout, and now Starfield) I even play online games with friends. Proton does a fantastic job, I think Rust, which I don't play anyway is one game you can't play on Linux due to them not adding support, which its not even an immense effort to support Linux with Proton, you include a DLL if I'm not mistaken.
I've played CyberPunk and other key games as well. Some games on launch are iffy, but after a few updates, they work flawlessly. Like Starfield was almost non-functional on Linux for me, then after a few updates it played flawlessly.
A few of the far cry games worked as well.