Getting started (short version)

It is recommended to read the long version, but you should be fine if you just do the following:

• First, and foremost: Be prepared that nothing works as you would expect. Linux does not try to copy Windows. Stuff works differently. You will probably not be able to use the software that you're used to. But usually there is different software that might even be better.
• Your experience will be much better if you have supported hardware. Your RGB keyboard may not blink in the way you want it to blink. You might not be able to change your mouse DPI or lift-of-distance. At least not out of the box and not without hassle. Wifi and Bluetooth are also known to be problematic. Check if your model is supported, or get a supported model. If you can choose your GPU, choose AMD. If you have a laptop that is unsupported, not all features will work out of the box, or might not work at all or without bugs. Normal functionality of other components is usually unproblematic, you should not have to worry about your CPU, RAM, etc.
• Not all games work. Check lutris.net and protondb.com for information about what games are currently working. Most games that don't use anti-cheat work, even if they are not listed. However, they might not work without tweaking.
• Use Pop!_OS. It might not be the best for everyone and everything, but it's a popular choice, and you should not face too many weird issues. If you don't know how to install it, watch this video. Use Balena Etcher (ignore what he says about rufus), and ignore the part about the alternative for shadowplay (assuming that you don't want that). Note, that Pop!_OS has two versions. One for Nvidia, and one for everything else. Install the version for Nvidia GPUs if you have one.
• Use Steam (Runtime) for Steam games (if you don't know how to install it, watch the video linked above). Go to Steam -> Settings -> Steam Play and check "Enable Steam Play for all other titles" and then select "Proton Experimental" in the drop down menu. If something doesn't work, check out Proton-GE
• Use Lutris for all other games.

• If you have an AMD GPU, install CoreCtrl.

• Disable Composition: Your games will run like shit if you don't disable it. Read more here.

• When Linux gives you a warning, take it seriously. It's not your average "You could harm your computer" bullshit you are used to from Windows.

• Error messages also have a meaning. They tell you what the problem is. Always include them when asking for help.