It really depends on the type of game you play. As everyone points out, kernel level anti-cheat is a problem on Linux, but also games that require odd controllers have trouble as well. One game I play, Farming Simulator 22, doesn't work well on Linux because they use the raw windows input from joysticks and wheels. You can still play with mouse and keyboard, but the fun isn't there.

I was pleasantly surprised at just how many of my games worked well on my new Ubuntu install. Even more so at how many games are playable on my Xubuntu Chromebook install.