Steam Play is a feature that allows you to run compatibility layers in the Linux version of the Steam client. Proton being one of them, based upon another called Wine, allowing you to play thousands of Windows-only games on Linux. Be sure to check out our constantly updated beginner's guide here.

What is the status of Easy Anti-Cheat and BattlEye with Proton?
Neither currently work or are supported with Proton.
What about Denuvo Anti-Cheat?
Read the full details of that in this linked article.
Can I use Proton outside of Steam?
Yes. Lutris can help with this but it's a bit complicated. Lutris has its own special Wine builds that are easier to use.
Where do I report bugs in Proton and broken games?
Onto Valve's GitHub page but try asking in our forum first.

Steam Tracker - historical data on the Linux market-share on Steam.
User Statistics - see what systems our users are running.