Assuming I’m understanding you correctly (I think I am: “ghost files” would be files of the old filesystem read and kept by the new one?) No, that’s unnecessary unless you have data you specifically want unrecoverable, in which case you’ll want a ‘file shredder’ or srm type tool to handle that. Other than that you’ll probably not be using any filesystem format Windows offers, so it also won’t be recognizing any Windows files even if such a thing would otherwise be possible.

As for your main post, you seem to have the right idea. Steam recognizes that Windows games won’t run natively on a Linux system and will either “automatically run with a compatibility tool (Steam Play)” (or something like that) or refuse to launch/install the thing until you configure it to run everything non-native with Proton by default (which is a checkbox in the normal settings menu, not anything weird or buried).

…Also sometimes it just launches Wine? At least for me? That’s kinda weird, honestly, but I set up my systems in weird ways so that may just be a me problem 😅

Simply put: I think you’ll be fine just not worrying about anything and going directly to your “boot from install/live media” step and not worrying about anything else unless there’s a problem… at which point you come yell at us and we help you fix it ;P