Potentially a somewhat unsatisfying response, but it doesn’t really matter.
Most Linux distros are similarly excellent when it comes to privacy and similarly not-necessarily-excellent for gaming.
Obviously, they do have their nuances, but you’ll only start caring about that, as you understand more of the details.
What’s kind of more important, is the choice of desktop environment. It determines the look and feel of the whole OS.
Distros generally come with a default desktop environment, so your choice of desktop may ultimately play into that.
You can just look at a few videos to determine what desktop environment you like. Popular desktop environments (along with a reasonable distro shipping them):
KDE: very feature-rich, very customizable, rather Windows-like out of the box (Distro: Kubuntu)
Cinnamon: reasonably feature-rich, reasonably customizable, quite Windows-like (Distro: Linux Mint)
GNOME: rather feature-rich, not as customizable, more macOS-like (Distro: Ubuntu)