I have always been pro-privacy, but in a kind of lukewarm, "I wish someone would do something about this" way.
What has finally pushed me to ditch services from large corporations over the past couple of years is not really a concern for privacy, its a drive for self-sufficiency.
As basically the last stepping stone, as of a couple of weeks ago, my email, calendar and contacts are self-hosted, and it's just... So freeing.
Ah, good news in regards to gaming, esp. Steam gaming!
Steam invested quite a bit of energy into "Proton", essentially a new kind of compatibility layer. If you remember tinkering around with wine and winetricks from years ago, that's basically gone nowadays.
For most games, just go into the Steam settings for that game, and under "Compatibility", check the box.
Then click download, and play. That's it for most games π
Also check out protondb.com - it's basically a community-sourced database cataloging how well Steam games work on Linux.
Good luck on your Linux journey, and feel free to ask questions if something comes up! :)