All games I want to play run very well and mostly the process is just "install -> play".
If a game has an aggressive anticheat, like Battlefield 6 or Valorant, it will not work and you can forget about it.
Controllers work fine, so do some wheels and other peripherals, but a good number of wheels, pedals, joysticks, VR headsets, and other wild and wacky input devices might not work that well or not at all. It mostly depends on whether the software for them runs on Linux, runs in Wine, or is needed at all. Not sure about VR, but I know it was a bit dire 1-2 years ago.
If you don't play hardcore simulator games, and don't play one of the competitive shooters with aggressive anticheat (e.g. CS2 and other competitive shooters run perfectly well), you can just install Linux, install Steam or one of the other launchers, and just hit play.
If you're not sure, you can check the status on https://protondb.com.