If you get a Game, say you have the original DVD, see if it runs on default Wine.
The experience I find is often superior. Because it fires up in an instant.
With Steam, it fires up many things before, Shop, Game Collection, then you having to Log-in.
Which may take a minute or two - or feels that way.
On Steam I have those old Missing Objects games (PopCap) which I gave up playing because can't be bothered waiting for the whole Steam Portal firing up thing. Feels like an eternity for such a light game. Then your "Friends" see you online, keep inviting you to play more serious stuff ie. Left4Dead2 - which can take sometimes 10 minutes to load up "Processing Vulkan Shaders..."
BookWorm, I have it on Wine, takes all but a split second to start.
Lots of old "free" Windows games online.
So Gothic 3, Unreal Tournament 3 (I have the original DVDs) I ran locally.
Quake 1 runs on Linux.
But Quake 2 runs way better on Wine. Excellent games both 1 & 2
The advantage of Steam is that it usually solves the DLL problems with games.
Doing on your own under Wine is often pretty challenging, lots of hunting around for fixes for more complex games. But the instant play after is amazing.