Use whatever works for you. Linux can be a pain in the ass sometimes. If your moral fiber isn't strong enough to override your need for sanity, sometimes you just need to use what has the path of least resistance.
If you're using it mostly for gaming, Windows is going to be the superior choice. Microsoft has just simply ensured that lock-in. Things are certainly changing, thanks to Valve; but don't feel afraid to try Linux out without dumping your whole life into it. Get a SBC (Single board computer) and run some Linux services on it - IRC bouncers, mail servers, buy a domain name and practice reverse proxies, virtual machines, etc.
There is room for both...until you've decided that Microsoft has stepped over that line you've drawn in the sand; then you can convince yourself to dive headlong into Linux full-time.
Regardless, Linux has already won. It runs the internet. It runs near every network device you own. You probably even have Linux running on something you had no idea was running it; Cameras, lower levels of consumer devices, etc. If the only bastion that Windows still has is Gaming...I think we're doing pretty good.