You'll find that most games just work without any effort, especially if they are Steam games, with some exceptions, like Sonic 4 Episode 1, which I can't get working. I probably could if I really wanted to, but lol who cares it's just Sonic 4. For non-Steam games, no promises, but Proton-GE gets most things working. Steam Deck ABSOLUTELY HATES visual novel cutscenes without Proton-GE, so expect crashes/forced skipping of OP movies and stuff otherwise. Some of them do play, but they might play poorly (White Album remake OP, which I think is fine on Proton-GE but kinda messed up on regular Proton) or without sound (Tokyo Xanadu cutscenes). Same is known to happen in other types of games with pre-rendered videos, but it's especially common in visual novels.
In general, if you have the same game on both Steam and GOG or anywhere else, the Steam version will run better because Steam games have automatic Steam Deck-specific shader compilation. This is what all of the semi-constant downloads that you might see are, as it's fetching shader data or whatever from other users or something like that. You can turn these automatic shader downloads off in desktop mode if you want. It will still try to download shaders whenever you launch a Steam game that has a shader update, but it won't otherwise. These shaders take up a decent amount of space, and it creates shaders for non-Steam games that are especially massive. Like Sonic 3 AIR has almost a gigabyte of shaders for me or something like that. I think it's bigger than the game itself. Anyway, if you go to your storage menu, you'll probably see a lot of orange/yellow stuff labelled non-Steam or whatever. Some of that is system files and whatever else you have installed that isn't Steam games, but a lot of it is actually shaders. Why those are not counted under the actual shaders thing is beyond me, but that is how it works.
There's a separate folder in desktop mode called compatdata that also will probably take up a massive amount of space, especially for non-Steam games, which can be identified because the titles of the folders in the compatdata folder that correspond to those non-Steam games have WAY longer titles than the ones for Steam games. You might be tempted to delete these to save space, but every time you launch the corresponding game, it's gonna recreate the folder, and some non-Steam games like Sonic 3 AIR store their save data in there, so deleting them might kill your save files, depending on the game, so be careful. For anything that you once had installed but deleted, the folder in compatdata will probably remain. Enter a folder's name in SteamDB's search thing to find out what it is, provided that it's actually a Steam game, and then you can decide if you want to delete it or not. If it's not a Steam game, you won't find anything on SteamDB, so good luck with that.
Filelight should come installed by default now, I think. If not, go into Discover and install it. Use it to easily find out what takes up space. Speaking of Discover, it has a bunch of free games and stuff, including native Linux ports of a bunch of old Mac games from Pangea Software that I had as a little kid, which I was extremely surprised to see.
DOS games should work through DOSBox and Proton. I have some DOS games on GOG, namely X-Wing and TIE Fighter, but there's really no reason to choose the DOS versions of those over the CD versions, which are also included. Those CD versions might even be DOS versions, but I had the Mac versions as a kid and I don't know much about the other versions. I don't use GOG Galaxy on Steam Deck, though. I just install them on my normal PC and transfer them with Winpinator (on the Windows PC) and Warpinator (on the Steam Deck), which I highly recommend for transferring large files between normal computers and the Steam Deck, although it can be a pain to get them working correctly and you'll almost certainly want to use them with ethernet to make the process faster. You could probably use the offline GOG installers directly on the Steam Deck if you want, but you'd probably have to run them through Wine or Steam or something and that would be annoying. There is Heroic Launcher, which does GOG + some other stuff on Linux effortlessly. Supposedly. I've never used it, but it's there so check it out.
Easiest way to play non-Steam games is to add them to Steam, choose a Proton version (I like whatever the most current version of GE at the time is), and you can run it as a non-Steam game through Steam in either mode. You don't have to use Steam in desktop mode for non-Steam games and can use Wine or even nothing in the case of native Linux games, but you need to add them to Steam for game mode, so you might as well.
If you want to use the desktop in game mode but don't want to go through the trouble of switching to desktop mode and back, go to desktop mode, click on your start menu thingy, and go down until you see Lost & Found. In there you'll find the nested desktop. Right click it and choose to add it to Steam. It will appear as a non-Steam game, and it will let you use the desktop in game mode. I think it should probably be possible to run a game through the nested desktop while in game mode instead of launching the game directly. I'm not sure at all why you'd want to do that except for the lolz, which I think is a perfectly good reason to try it anyway!
Desktop mode should also have less input lag than game mode because the allow tearing thing in game mode is broken and doesn't work, so vsync is forced on in game mode. Desktop mode doesn't have that, so it should have about 1 frame less lag. Downside is that you lose access to all of the cool stuff in the ・・・ button menu that is there in game mode, and I'm pretty sure you also lose the awesome Switch-like sleep mode for games in desktop mode, too.
Desktop mode has a mouse wheel. It's the left trackpad. It's used by using the trackpad in a circular motion. If you just try up and down, it kind of works like a regular mouse wheel, but the left and right sides of the trackpad will be inverted because you're supposed to use it in a circular motion. You can use the mouse wheel in games in game mode too if you want, but you have to tell it to act that way using Steam's input mapping thing, which also offers a surprisingly robust set of options including macros and even autofire.
For every game, open the ・・・ menu and create a custom profile for that game. Enable allow unlimited framerate or whatever it's called, which should reduce input lag, but it may cause very poor frame pacing on the OLED Steam Deck if the game does not run at 90 FPS, especially in 2D games like Sonic Mania. This probably only applies to the OLED, where you should limit to 60Hz to avoid refresh rate mismatches on games that can't exceed 60 FPS, but you might get those frame pacing issues unless you disable the allow unlimited framerate option and endure the extra input lag. Allow tearing doesn't work, but I turn that on out of habit. You can mess around with power consumption on a per-game basis and stuff too, so for like 2D stuff or visual novels or whatever you could probably get really good battery life out of it if you really wanted to.
You can hold the ・・・ or Steam buttons to get a list of useful shortcuts. The ・・・ button doubles as the Steam button for these shortcuts so you don't have to do any weird hand contortions to do the combinations.
You can use the mouse cursor in game mode by holding the Steam button and using the right trackpad. Steam + X = keyboard in game mode but in desktop mode it's just X. All of the buttons are mapped to some keyboard key in desktop mode, but I don't know what they are other than that Y pauses and unpauses VLC lol
The divot in the analog sticks actually has a capacitive touch sensor in it. Touching it will disable the trackpad on that side. Touching it might also enable gyro aiming in some games, which is weird and annoying as hell if you don't know about it in advance. Chiaki, the PS4/PS5 streaming thing that renders the PS Portal completely redundant and useless, uses these sensors to enable the gyro aiming function by default. I turned it off because it was very annoying.
If you accidentally delete the return to game mode icon in desktop mode, all it is is a shortcut to the logout command, so logging out will also return you to game mode.
I think Steam Deck is designed specifically to run games in game mode in windowed mode, not fullscreen, so unless something weird is going on, like how Sonic Mania looks much better in fullscreen, windowed is probably the better choice in most cases.
Ignore Steam's verified/playable/unsupported thing. It's completely useless. There are games that are verified that barely run (Death Stranding) and there are games that are officially unsupported that work flawlessly (Raiden III x Mikado). protondb might be more accurate, but it's not perfect.
If you are planning on taking a trip and want to play Denuvo garbage, make sure you research carefully how Denuvo works because if you don't do that and don't have internet access, you might not be able to play that game. You might have to prepare well in advance by NOT playing the Denuvo garbage for a week or two, depending on the game's Denuvo implementation and how often the game needs to connect to the server, and then launching the game with an internet connection as late as possible before you lose internet access. The idea is that you want Denuvo to take away your ability to play the game by letting the token expire, then get permission to play the game as late as possible so you can play it for the longest period of time before needing permission again. Switching Proton versions counts towards your daily Denuvo activation limit, so if you switch too much on one day to try to find a better/more compatible Proton version, Denuvo will tell you to fuck off, lock you out of the game, and tell you to try again tomorrow. God I hate Denuvo!
If your screen does this:
https://www.reddit.com/r/SteamDeck/comm ... up_screen/
don't panic, your thing's not broken. Try sleep mode, and if that doesn't do it, a power cycle will fix it for sure.
I haven't been doing much arcade gaming lately. I get on a kick of rpg games for a while, and then after I burn out on those I switch to action games. I started up Rogue Trader and it looks pretty alright, although of course the typical Owlcat balance is present and so is the overly-wordy-and-conditional skill/ability descriptions. One reason I will always prefer 2E over 3rd or modified third edition D&D like Pathfinder is that 2E just gives you your shit when you level. You're a fighter and you leveled? Ok, so here is your extra accuracy, proficiency points if you get any, spells if you get any/slots if you get any, and if you have a breakthrough ability or something that comes at x level, you get that too. But you don't sit there spending 40 minutes choosing between a laundry list of feats, trying to decide which is the best. You just get your stuff and move on with life.
I opted for the steam deck because I have not been impressed at all with the Switch 2, and I say that as a very satisfied switch 1 owner who has put a lot of time arcade gaming on my switch in portable. Switch 2 just feels really overpriced for what it is and what it offers, and the steam decks are/were around $320 recently on the sale. Which is about the same price I paid for my Switch 1 five years ago.... So when you factor inflation which has been crazy over the last 5-10 years, the real price of the Deck is now currently below where the switch 1 was back then. 
