I’ve been gaming on Linux for close to two years now. I believe there have been two games that actually caused some issues in getting them to run. But for the most part Proton does everything out of the box. And especially older games work way better than on Windows. There are no problems with compatibility mode or deprecated WinAPI-Calls. It just works.

The only thing I would advise is to install Steam and all your other launchers via Lutris. That will save you some hassle.