Brief Guide to Playing P-Games:
Step 1) Use Linux. A hardened one. I use Arch, which you can harden yourself, but most distros will be fine.
Step 2) Download QEMU, and install Windows on a VM. (focuses on performance instead of privacy/security; bare metal performance in some cases). The containerization is weak compared to Qubes and FreeBSD.
Step 3) Don't download AV software (seriously, Windows Defender is fine). Rule of thumb: Don't be dumb, don't click, download or run things you do not know anything about. If you absolutely need an AV, use Malwarebytes or Bitdefender as they have the most up-to-date definitions, and are usually the best when it comes to performance, or anything open-source. Reminder: you will have to abide to their privacy policies. Basically if you scan your computer, you will typically be given the usual UAC option (another way of consenting to software having a decent bit of control over your machine), and who knows what they will do with that scanned report. Most AV companies are not transparent enough, and some of them will outright tell you that they will sell your scanned data with all the identifiers included (Example of an identifier: Folder names, destinations, cookie folders, etc.). Best to encrypt important files before a scan, although I have on idea if that will change a thing considering the identifiers that they log. For Linux, they have plenty of great open-source options that also happen to have ports for Windows, so install that in your VM. (Check this site for more information:
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Step 4) Use Mullvad VPN. Best VPN, hands down. If you don't want to pay, use Proton VPN. It's probably the only 'good' free VPN out there. Avoid Express VPN, Nord VPN, and Surfshark VPN. Any big name VPN providers that content creators shill. Those 3 are some of the worst.
Step 5) Use Librewolf, and download the usual extensions. Too many is too bad; it simply increases your attack surface. Just use what you need. Example: uBlock Origin, Decentraleyes, Privacy Badger, to name a few.
Step 6) Read up installation procedures on this thread. Self-explanatory.
Step 7) If a piece of software says that it can run on Linux, don't bother, just use this VM for you-know-what. Sure, Linux isn't as bloated as Windows, but please use this VM for the sake of utilizing software that requires a mostly high-end system to run bare metal, and that has a tad bit of containerization.
Enjoy a mostly sandboxed environment away from your host OS to indulge in your pervy desires!