Linux

I guess the best distro for gamers is https://github.com/ublue-os/bazzite

I'm no gamer but if I were, I'd go with that. Thus could be helpful as well https://fedoraproject.org/atomic-desktops/

The most important thing: Tell us, the community, what your critical application needs are, and get suggestions for applications to use. So many people jump through fifty hoops because they Google search first and the first thing they try turns out to be deprecated, the second thing they try doesn't work on their system, the third thing they try has everything they need minus the most important part, the fourth thing they try turns out to be proprietary and half-broken, and so on.

You will not find good solutions just by searching around, you honestly, truly, need fucking nerds in this community who live this shit daily to help you know what the genuine best available solutions are. Otherwise you will spend weeks pounding your head against the keyboard using the wrong solutions, not because of anything you did wrong but because there are often so many different implementations of the same thing that it's nearly impossible to know which ones are the ones you need for your use case without directly asking some people.

Once you've been using it a few years, you'll be familiar enough with working solutions to keep track of this kind of thing yourself, but trust me, it takes a while. So please do yourself a favor and make a thread asking which applications people suggest for the distribution you've chosen to use and what kind of framework to install them from (repository or flatpak). You will save yourself a lot of trouble.

Also, as for keeping your backed up data from Windows on a USB, I think best practice is to always keep that kind of info backed up on an external drive, no matter the OS you use, or whether you plan on switching, so if anything fails, the drive will always still be there and readable (unless the drive fails, of course).