Two most common reason for Proton not working are:
Running games from NTFS or other incompatible file system.
Issues with GPU drivers.
Anyway, we are just guessing here without logs.
Set PROTON_LOG environment variable, eg. “PROTON_LOG=1 %command%” in launch options of Steam for the game. Log will show in your home dir. See Runtime config options part of the Proton README for more info.
https://github.com/ValveSoftware/Proton/blob/proton_10.0/README.md#runtime-config-options
Regardsless what distro you end up with, do your research before bying new hardware. Any hardware, such as keyboard, usb bluetooth adapter or gaming audio headset might be unsupported or supported poorly, and require out-of-kernel drivers, firmware or propietary vendor software, that work only with some kernel versions or certain distros. There often are options that have great linux support and work with any distro, but you’ll need to find them.
Pick your prefered update interval between LTS, 6 month point release or rolling based on how much time you have for administration. If you need you PC also for work, a rolling distro might break just when you need it the most. After choosing the update interval, pick the distro with chosen update interval you like the most. Say you know and like Debian but need a rolling distro, then Debian unstable might be a good choice for you. You can also run multiple distros and dual-boot.
Special purpose distros such as gaming distros can be a good choice, but they often have less developer resources and tend to die then the few developers lose their interest.
Regardless of your choice of distro, spend some time to configure regular backups.