Windows doesn't work out of the box, you always have to mess with drivers, download your software from websites, and other workarounds to get basic tasks done.
Linux has most drivers included in the kernel, and most Hardware just works. You get a package manager which takes care of installing software and keeping everything up to date. Only for edge cases you have to download software from a website.
I suggest going with fedora, you'll geht a recent kernel and a desktop of your choice with the different spins.
I recommend KDE plasma when coming from windows, since it offers a windows 10 style by default but can be customized to fit your personal workflow.
So far, all games i played run well, most impressively doom eternal in medium settings.
I doubt you'll run into issues with any somewhat optimized game.