@necromantrix @PurpleJillybeans just looked around for a tutorial and didn't find anything that seemed like a good simple resource to recommend, but from my experience gaming on Linux has been pretty simple - just install steam, go into the steam settings and enable steam play for all titles (aka proton, the compatibility layer so you can run windows games on Linux), then just play the games from the steam library like on windows!
and if you want to verify that a game will work you can check protondb, for instance here's the protondb page for risk of rain 2: https://www.protondb.com/app/632360
I think things have improved a lot in the past few years, proton has gotten really good