If Windows works for you, you can keep it, especially if you use some special gaming hardware (steering wheel, joysticks...). Linux now has decent gaming support thanks to SteamDeck being Linux based. Linux is fun though and it gives you freedom. Check out the video from PewDiePie: https://www.youtube.com/watch?v=pVI_smLgTY0
My preference is installing the most clean Debian possible and only adding things on top that you want. The good thing is that new Debian was released recently, so you get fairly up to date versions of everything.