About the only games I've had any troubles with lately have been those which include ridiculous DRM or anti-cheat (and even many anti-cheats work fine on Linux these days). Between WINE/DXVK and Valve's Proton, I find the vast majority of my game library from my Windows days now run fine.
(Of course it should go without saying that all my many Linux native games also tend to run fine as well, although a rare few of them require running in Valve's "Steam Runtime for Linux" container thingy.)