There are so many versions of this damn OS. Which one do I use and why? Also, how do I install it?

Ubuntu is a good Linux distro to start out with. It's user-friendly and easy to install, which you can find out how Here.

How easily would I adapt to it from being a regular Windows/MacOS user?

Fairly easily, unless you rely on programs made only for Windows/MacOS.

Will it be friendly for gaming?

Yes, it's okay at gaming, just depending on which games you want to play, and if they're native to Linux or work with Proton/Steam or Wine (which allow you to play Windows-only games, but not all of them.

It just seems like so many games and overclocking programs are oriented to Windows and I don't want to sacrifice that.

That's true, if you can't overclock from BIOS and require an overclocking program that isn't available for Linux, it may not be your best option.