Most games work well; some don't yet, and a few probably never will (CoD, PUBG). The easiest way to check is to go here: https://protondb.com and either look up the games you actually play, or just give it your steam profile URL on the profile page and have it scan your library.

Steam works very well on Linux. There is a setting in Steam to enable 'proton' for all games - this allows you to play Windows games on Linux without having to do anything else. It has worked flawlessly for every game I've tried.

As for your movies thing, I don't know. I deliberately avoid software that automatically searches and catalogues stuff on my computer. So I'm not sure how easy it is to do what you are asking for. It's something that I'd avoid rather than seek out.

Absolutely!

In 2020 I built a gaming PC and at the time decided to dual boot because I wasn't going to spend all this money and miss out on some games. However, not 6 months later I dissolved the dual boot config because my son and I never found a game we cared to try that was Windows only.

Proton is a translation layer that helps run Windows games in Linux. It works seamlessly with Steam so you don't have to worry about it at all... so far, ZERO problems. Of course, YMMV depending on the games you are interested in; however, you can check in advance in ProtonDB, this site will tell you if the game you want to play can be played well on Linux (assuming the game is not ported already).

I also went with a derivative Linux distro that is geared toward gaming so it comes with almost everything you'd need. It's called GarudaLinux I liked it so much it is now my daily driver for work as well (even though this is one of those "risky" Linux distro since it is a rolling release, meaning you are on the edge of tech available, and I update it weekly... other than some small issues here and there, it's been going strong for 4 years)

If you have a movie collection, you'd have no problem either unless they are DMR protected somehow... if so, there are ways to watch them but it would depend on what you downloaded... However, if these fishes we are talking about came from the high seas, you'd have no problem. There are some discrepancies regarding hardware support for certain codecs but it all boils down to efficiency, not whether you can play them or not.

I have a VAST collection (3500+ movies, 400 TV shows) in a Linux server that I access throughout my house with many devices (PCs, phones, FireTV sticks, Raspberry Pi, etc) by using an Emby server... Emby is free to use but you get to pay for some features... if you want the fully free and open source version you can go with Jellyfin... I only went with Emby because 6 years ago (maybe more?) when I started, Jellyfin was a bit behind... now they have caught up but I already bought Emby so I keep using it.