Hard to say what might be going wrong for you without more details. I would guess there's something wrong with your video driver. Maybe you have an nvidia card and the OS has installed the nouveau drivers by default? Installing the nvidia first-party drivers (downloaded from the nvidia web site) will fix a lot of things. This is indeed a sore spot for Linux gaming, though to be fair graphics driver problems are not exactly unheard of on Windows either.
Personally I have a bunch of machines dedicated to gaming in my house (https://lanparty.house) which have proven to be much more stable running Linux than they were with Windows. I think this is because the particular NIC in these machines just has terrible Windows drivers, but decent Linux drivers (and I am netbooting, so network driver stability is pretty critical to the whole system).