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Realize the people who complain how hard it is are the people who are stuck. The people who don't made it out aren't complaining. Get out takes effort, but also it depends on how you approach it. If you look at trying to leave as in "how to run what I have now without Windows OS," you're going to have a bad time. Instead, I would suggest a few approaches that make a transition a lot easier:

_Look at it as opportunity_ Other platforms have other ideas about how things should work. Instead of trying to replace Windows, take the time to realize that it's not the only way to solve problems. The Unix world has a pretty different idea about what's the way to work, which is often foreign until you realize there is a method to the madness. If you want opinionated and guided, MacOS is designed to have very strong "you won't have to worry about that" goal. Linux is the opposite and very flexible. So, you'll want to look at a lot of different distributions, as they all have particular goals in mind.

_Reconsider your current software_ Look at your current software and see if you can find replacements that are cross platform. This can mean software that runs on multiple platforms (Windows, MacOS, Linux, Android, iOS, etc). This can also mean switching to cloud/self-hosted software. The software I use I choose through the lens of "if I have to give up my current platform of choice, does this go with me?"

_Sync your environment_ It can be daunting to jump ship to another OS if all your stuff is stuck on a different machine. I highly suggest SyncThing. It is a multi-platform, self-hosted synchronizer. Get a new machine (Linux, Mac) and sync your important files from your other machine. Now, you try out working on the new machine without loosing your work. Install some tools. Try getting stuff done. When you feel you've been held up for too long and need to get some stuff done again in Windows, all your stuff is magically sync'ed. Eventually, you'll find you're doing most of your work on the new machine, and you'll decide what to decommission from the old one.

_VM/Wine/Proton_ Windows support under Mac and Linux has come a long way. Maybe you still need a very specific piece of software. That's fine, just plan on taking time to figure out if you can still get it to work on your new platform.

About 12 years go I jumped from Windows to Mac and about 4 years ago I started working with Linux, as well. And, so can you. Today is your first day to start making changes.