Start with protondb

In my case, many of my games are purchased through Steam, which automatically handles Linux compatibility for most games. The product page of the game lists the compatible operating systems as SteamOS, Linux, or SteamPlay. You can also set up proton directly for other games, which is a fork of Wine that has really good gaming support these days.

I wouldn’t call it a completely solved problem. It’s always possible to find games that just won’t work, but most of them do. Even most DRM works. If the DB covers the games you care about then you’re golden.

People have talked about proton and how it can play practically everything these days (I even got it working with games that don't work with modern windows) but if you play multiplayer games with anti-cheat, here's a useful site https://areweanticheatyet.com/