Most games work well; some don't yet, and a few probably never will (CoD, PUBG). The easiest way to check is to go here: https://protondb.com and either look up the games you actually play, or just give it your steam profile URL on the profile page and have it scan your library.
I like pedantry as much as the next person, but skew is a regular English word as well as a statistical term. It's clear here which usage they meant.