Recent testing revealed that Arch Linux, Pop!_OS, and even Nobara Linux, which is maintained by a single developer, all outstripped Windows for the performance crown on Windows-native games. The testing was run at the high-end of quality settings, and Valve's Proton was used to run Windows games on Linux.
I’m sure there’s lots of solutions, but Steam with Proton for any windows only games has generally worked great for me.
Where I encounter issues, the Lutris flatpak install has worked well for me.
Both I believe use wine, but it is probably easier use downstream solutions like the above when getting started, instead of learning wine. Not that there aren’t benefits to learning it, just in a immediate issues -> lets go back to windows VS it just kind of works pretty good comparison.
Steam having a fair number of games that are directly Linux compatible now days is nice too.