I don’t think I’ve come across any that I wanted to play that don’t work at all.
The main ones that don’t work are the ones with kernel-level Anticheat. The one exception is Easy Anticheat. They made a way for that one to work.
So that will mostly be multiplayer games like COD, Destiny 2, Overwatch, etc. And EA is making a push to switch their games to their proprietary anticheat which doesn’t work on Linux. So I think Battlefield is now on that list as well.
If those games aren’t the types of games you play, then you should be mostly fine.