If you have an AMD GPU (except for the very latest GPUs), you should be good out of the box. The AMD driver comes pre-installed with mesa.
Other than that… don’t use NTFS to store your games.
Edit: Maybe I misunderstood your question. I understood it as: What are some recommended changes to do after installing a Linux distro. Did you meant to ask about differences between distros?
The Windows filesystem: https://en.wikipedia.org/wiki/NTFS. Basically, don’t try to share the game drive with Windows.