> Are you saying I am being unnecessarily cautious?
Yeah, definitely. Given enough time, you absolutely will find games that don't work under Linux, but I expect that such games will be few and far between. Though, games with extremely invasive anticheat (such as Valorant) will almost certainly never, ever work on Linux. Games that use less-invasive anticheat like Easy Anti-Cheat (EAC) (such as Elden Ring or Hunt: Showdown) work. [0]
I have just shy of 500 games in my Steam library. Maybe three or five of them have Linux builds. I've run into only a handful of games that don't work correctly on Linux. [1]
As others have said, you can check ProtonDB to get an idea of whether a game will work for you. But:
1) ProtonDB is not always accurate. For instance, sometimes it says that a bunch of workarounds are needed, but everything works just fine with Proton in Steam. Other times, it says a game works, but it doesn't. On my computer, HighFleet is an example of a game that's said to work, but doesn't.
2) In my experience, games just work. For the very rare ones that don't, I go look around to see if there are easy workarounds, and -so far- there always have been.
[0] Though, specifically for EAC, if you have more than something like 28 CPUs, you need to limit the number of CPUs that Proton will tell EAC about, or it will fail with an unhelpful error. You'd do that by setting WINE_CPU_TOPOLOGY like this: https://www.protondb.com/app/1245620#4SzWJRl8sv>, altering the string in the obvious way if claiming you only have 28 CPUs doesn't work and you need to claim you have fewer.
[1] I've also run into one (Ruiner) that has a Linux build that's far, far worse than the Windows build. It turns out that you can force a game that has both Windows and Linux builds to run the Windows version by going to the Compatibility tab in the game's properties and force the use of one of the Proton versions. My go-to is 'Proton Experimental', as that seems to be the Steam default.