You a want a suggestion on how to make the dive easier ? Install Linux on a USB stick.
Any old 32GB USB thumb drive will do. Linux is way smarter in how it handles storage devices, so you can boot it from a USB stick and it will be just as happy as if you installed it on an SSD or HDD. All you have to do is tell the installer to use the stick as the destination when installing. Then you can boot from it whenever you want and try out Steam and Proton.
Heck, you can even take it with you and use it to boot other computers into you own pre-configured Linux.