This is a choice for you! I'm a pretty heavy PC gamer and whilst I've run Linux since I was in college (UK college, not US) I've always had a Windows install for gaming.

A few years ago, I finally decided I'd had it with Windows and their crap and uninstalled it. If I game doesn't run on Linux, I don't play it. Simple as that.

I'm lucky in that a majority of games I play run fine on Linux, the only real game I'd love to play is Vermintide 2. My friends also run a mix of Linux and Windows and so we're fairly fine skipping games as a group if we can't play on Linux.

That is a problem of any operating system switch, you need to figure out what software is compatible or weather there are suitable replacements. It's the same even if you switch between iOS and Android.

That said, Linux used to be a tough cookie because there were so little support for software people wanted to run and the alternatives didn't do it any favours, plus the barrage of problems you used to get installing it on a random machine was discouraging, at best. Nowadays your chances of running it well on a random machine is pretty damn good and getting the software you need is lot more feasible. But don't go YOLOing a linux install, see if meets your use cases. There is nothing wrong with waiting until it's good enough.