I believe Xbox One controllers work if wired or fully Bluetooth out of the box, but if you use the dongle you need some software to handle it. I use “zone”, it’s kind of a pain to set up but honestly no more than (say) the Windows software to get PlayStation controllers working.
Protondb is primarily concerned with Proton, Valve’s customized version of Wine, so by default that means games run through Steam. (Of which there is a native Linux client.) If you want to use other games, ex ones that require EA’s launcher thing, then a tool to help make that happen is Lutris. It will help manage your games and launchers and customized Wine installs, including some automatic tweaks to make things work better (or at all). Steam gets official developer support for Linux so it’s generally the easiest experience.
For running applications: in addition to Flatpak (which is “cross platform” in that it works on most/all distros) there’s also Appimage. Appimage is the most like downloading a Windows application (technically it’s even more Mac-like) because you download a self contained program that just works. Not every application has a Flatpak or Appimage option, though.