Comment by Telaneo

Games with kernel-mode anti-cheat consistently don't work and probably never will (barring them having it removed or made optional). Titles released more recently are more likely to not work simply due to not having had fixes applied to them, although a rather large amount of newer games work fine out of the box if they aren't doing weird stuff. Other than that it's a toss-up, since while it's usually the same few things that prevent games from working properly on Linux, it's not something you as Jonothan S. Gamer will know about unless you go and do research and check ProtonDB and whatnot.

A good rule of thumb is that single player games generally just™ work and that older games generally just™ work.