I’ve switched for over a month now and did had problems with 2 games out of the 6 I tried so far (all of which were both games installed via Lutris and I found solutions to fix them both).
Funnily enough one of the games I got via Steam which did not work before in Windows now works in Linux. Further, I was running Windows 7 (yeah, I know it was a bad idea security wise), so there are AAA games whose minimum Windows version is 10 which I now can play in Linux that I couldn’t before in the Windows I was using.
All in all it has been great and I have no intention whatsoever to go back to Windows.
Even if there are games that won’t work in Linux, there are so many good games out there that can entertain me for hundreds of hours that I won’t miss the handful I cannot get to run in Linux.