Making the switch from Windows to Linux
Linux is a great operating system. If you are a gamer, you might want to stick with Windows. I would do some research on your hardware and make sure that your video card, motherboard chipset, etc are supported by Linux. Most hardware today is well supported. Most distros do an excellent job of detecting hardware nowadays. Security-wise, I would say that all operating systems are swiss cheese and it takes effort to make sure you are protected. I would make sure that you are running a firewall at home for protection outside of the operating system, whatever you choose.
I agree that when it comes to most commercial games, Windows is the OS choice. There are some great open source games that are native to Linux, like Wolfenstein. I would suggest doing some searching if you are a gamer. Otherwise, choose Linux if you are more technical or Windows if you are less technical.