I hate Windows. I hate Microslop. I've hated them forever. Not using Windows helps, but I still have to deal with the consequences of everyone else using it!
What I hate most is people absolutely terrified of a *nix terminal, while willing to work around Windows problems via command prompt or messing with the goddamn fucking registry, which is just bloody ridiculous, why not just use fucking config files... but that's a rant for another time - and people looking at this kind of chatbot interface like cutting edge modern technology when it's actually just a CLI that doesn't fucking work. We had these at the dawn of personal computing, except that those ones worked and gave the same response to the same command every time! Look, I don't like using a terminal either, but at least be honest and consistent about it, people.
You can check game compatibility on ProtonDB and anticheat enabled games that support Linux on Are We Anti-Cheat Yet?
You can create a Windows USB install from Linux, but it's easier to just make one from Windows before formatting.
Dual booting does work, but I would advise you to have two boot partitions, one for Linux and one for Windows, the reason is that while you can just use a single boot partition for both, Windows is a piece of shit that will mess with your boot entries and delete the Linux entry after an update, forcing you to fix it manually which last I tried was hard to do from Windows.
Yeah, I honestly don't particularly trust those lists, but... Probably should. If I switch over there's no way I'm dual booting, apart from anything else I only have like 500gb internal storage. I'd sooner just jump over entirely, I spent a few years running Linux exclusively at home in the early 2000s so I feel confident I could do it.
Annoyingly, you cannot just flash the Wiindows installer .iso image to a USB like any other .iso image. There is a tool called WoeUSB for this though, which does essentially what the Windows installation media tool does on Windows.