For multi-monitor: use Wayland. For 2.5Gbps Ethernet NICs, they never work properly on any system in regard to performance, but I presume you are referencing the subpar Realtek NICs not connecting? Depending on the distro, you likely won’t have the driver and/or firmware package preinstalled to make it work.
You use Steam for games on Linux primarily. Independent native games exist as well. Many Windows-only titles will be best run through Proton: Valve’s modified WINE bundle. Other store titles can be configured to run through WINE or Proton via apps like Lutris or Heroic (GOG, Itch.io, Epic Games, etc.).