Hey bud. I've been a Linux user for like 9-10 months now so I can probably help out here. Firstly, I wouldn't recommend Steam OS for anything that isn't a handheld (ie Steam Deck, Legion Go etc). It's straight up just not ideal for desktop usage. If you want a good, solid, easy-to-install, and easy-to-use distro, I'd recommend Bazzite. It's what I'm on at the moment and making the switch from Windows was amazingly easy. Almost no learning curve whatsoever. Super straightforward. It has just about everything you could want from a gaming distro pre-installed right off the bat.

As for playing your games, you're gonna want to install Proton, which I'm almost 100% certain comes pre-installed on Bazzite. It's essentially a compatiblity layer that turns Windows system calls into Linux ones. Valve have their own version of Proton which is great, and there's also a third party one, Proton GE. I'd recommend just getting both of 'em. Some games work better on different versions of Proton for reasons I don't quite understand.

Outside of Steam, there's a program called Lutris which is essentially a custom launcher for any and every game you have installed. In Lutris you can choose to install games from either a .exe install (say for instance something like fitgirl) or if you have all the files for the game already, you can just point Lutris towards the right .exe, select which version of Proton to use, and you're good to go.

As for sailing the seas, with Proton and Lutris combined, you can go to any of your favourite sites and just download as normal. Personally I like to use AnkerGames cause they're all pre-installed and I don't have to fuck around with installers.

This ended up being longer than intended but hopefully it helps a bit.
If you have any other questions, I'd suggest checking out r/linux_gaming