Proton, which is the main enabler for Linux gaming given that not many games are released with a native Linux version, is provided via Steam already with no need to install SteamOS. If you are coming into Linux brand new from windows I'd recommend installing a very popular distro like Ubuntu, or Mint. Learn the basics, and make sure to learn how to backup your data on Linux. If you are a) frustrated with missing some feature or software in your current distro or b) just curious about tweaking your system, start learning about how to work in the Linux shell (start with bash). Then come have some fun on a distro like openSUSE Tumbleweed (my current distro), where you always have access to the latest software and can change tons of things about your system in exchange for having to put in some more time to manage it. If that still doesn't satisfy your needs and you have decided you love Linux and are never going back, then check out Arch Linux or its derivatives where you have nearly unlimited freedom but the highest time investment.