You’ll want to use the proprietary Nvidia drivers if you want any sort of performance. It can be a pain to get started sometimes, but when you get them working, they work and performance is good.
Personally I’m annoyed because any time I change my kernel version, I have to reinstall the Nvidia drivers. It’s quite possible that this is not an issue if you don’t use an extremely weirdly configured install of Gentoo like I currently do.
Only Steam. You can get non-steam Windows games running using Proton too. I had trouble getting Ubisoft (AC Valhalla in particular) working with Lutris and Wine, but it was super easy with Steam using the “add non-steam game” option and trying different Proton versions till one worked (might’ve had to use a GloriousEggroll version, don’t remember).