moving to linux

Considering moving to linux, windows just feels too unsafe now. But I have /drives/ filled with stuff that I'm terrified of moving, plus lots of games & programs installed.

Can folks give any advice on how to move over, and to what OS? I'm considering CachyOS since I like the KDE look and it seems one of the best options. But also SteamOS is enticing. I also use a PS Vita, and I can't seem to do FTP transfers to my steam deck - will this be an issue on PC as well?

Is dual-boot an option to slowly move everything, or can I just boot from a new drive and just delete the windows OS?