Configuring Zorin for gaming and privacy

Windows migrant. New to the board. Hello!

I am looking to set up Zorin OS to allow me to game, while isolating applications from each other
However...I don't know how to accomplish this

Threat model:
Big Tech
Fourteen Eyes
Current trends toward authoritarianism (mods, please advise on how I can reword this if it's too political for this board)

Priorities:
From one desktop session
Gaming
Pseudonymity
Watching internet videos

Nice-to-have:
Looks like Windows (minimise/maximise/close in top-right corner; taskbar showing open windows at the bottom of the screen; start menu-equivalent in bottom-left) - Zorin OS handles this
Able to use a GUI over a terminal

Weaknesses:
Cursory Linux knowledge
Windows experience may cause blindspots

What I've got so far is:
VPN
Programs need to run in containers, if not virtual machines, to ensure isolation - Zorin OS allows Flatpaks
Web browser/s will need to be chosen carefully
Proton/equivalent should handle game compatibility issues

What would y'all suggest please?

This wording is fine as it does not place blame on a particular group and is accurate. There are definite trends in this direction and they stem from multiple sources.

While you can (and many users do), the terminal is powerful functional and informative. Unlike DOS and CMD, the Terminal Emulator on Linux is nowhere near as daunting, confusing or mysterious.
GUI applications are tied to specific terminal commands - but developers cannot add a new button for every command - which inherently limits all GUI applications.

I would encourage your willingness to embrace the terminal. It is your friend.

Syncing, including Google and Facebook, instagram - the social networking sites- these are the Primary Source of data collection currently.

TOR Browser would be an Option here. No so safe as in the Past but should be a good Option.

There would be Freetube or Pipeline for Youtube.