Linux gaming is in a realy nice spot at the moment. Support from Steam games is growing, and the popularity of game making tools like Unity 3D mean that there's a whole bunch of interesting shortform stuff availible for free.
Steam can be a little finicky depending on your distro (it favours living in its own little sandbox of drivers), but its popularity means there's very likely a way to get it running! It works great in Ubuntu, and Arch has a simple workaround (just add a prefix to the program's launcher) in their wiki.
And of course things like Wine (and it's derivitives), DOSBox (and other emulators) and virtual machines makes it pretty easy to run a whole bunch of things from other operating systems.