DarthAngel :
I sure will run into problems? Is that what you mean?
Yes, unless you pick those which have native Linux releases (few beyond indie games, which I assume is not what you had in mind when you said "high calibre"), or those which are incredibly popular and not particularly new. The latter may still not work since you'll be relying on Windows compatibility layers. If you're interested in the latter, check out https://appdb.winehq.org/ for the software you plan to run.
The gaming scene on Linux has seen enormous strides in the last 18 months. It's still light years behind Windows. Your best bet is to dual boot the two OSs, or run Linux in a VM if you game way more than you do anything else.