Linux

Just remember to turn steam play on for all titles in Steam -> Settings -> Compatibility.

As others have said, Mint is a great starting option. It looks familiar when coming from Windows, and almost everything works without having to touch a terminal.

AAA games with anti-cheat may not work, but just about everything else will. Check Proton DB for each game's compatibility.
You can add non-Steam games to Steam to take advantage of Proton. Lutris can also work for some Windows games.

If you want to try Linux distributions to see what they're like before committing, VirtualBox or other virtual machine programs can give you a risk-free preview.

Another option is a live preview. Install Linux Mint on a USB using Rufus or a similar program, then boot your computer from the USB. So long as you don't access your computer's hard drive (under devices on the left of the file manager) or run the installer, no changes should be made from your computer. You can simply reboot and remove the USB to go back to your usual OS.

If you are going to dual-boot, install Windows first. Windows has a habit of overriding or deleting Linux if it's installed second. If you just want to shrink your Windows partition to allow room for Linux, shrink it from Windows. Linux can move "unmovable" Windows files resulting in Windows not booting.

Always have a backup of everything you are not prepared to lose before you play with installing operating systems (and make sure it's disconnected from that computer). Data loss from software issues is rare, but mistakes are difficult (sometimes impossible) to reverse, particularly as a beginner.