To my way of thinking, those Windows-specific games are
your "killer app." They are, so to speak, "one of the main reasons why you have that computer in your house or office in the first place."
Well, I frankly think that you should let those "killer apps" bloom right where they are planted ... under the operating system (Windows) that they are designed to use.
As for Linux ... visit
VirtualBox.org and download their virtual-machine monitor,
for Windows, and install Linux in a VM. Now, you have the best of both worlds. You can explore Linux
at your leisure, and you can "snapshot" the virtual machine at any time and "restore it" from that snapshot at any time in the future. Meanwhile, your Windows environment is not disrupted. Instead, "it is the gracious host."
(By the way, VirtualBox is backed by Oracle Corporation ... the "enormous database" people. Yet, it is absolutely free.)
Linux runs nearly as fast in a VM as it does on native hardware. Truth is,
most of the web sites and so forth that you use these days are running on
virtual hardware.
And if someday you want to try something different ... go buy a nice big
external hard drive. (Firewire, USB 3.0, etc.) Be sure that your computer is equipped to boot from an external device, and that the BIOS-layer can recognize the device. Install, boot, and run Linux on
that, once again studiously leaving Windows alone.
And yes, at some point in the future, you can decide to put Linux in the driver's seat and run Windows in a virtual machine. If you so choose.
But it is
never an "either-or choice." You
can have your cake and eat it.