Morrowind (via OpenMW) is a classic. I've put in quite a few hours into Terraria as well. Through Lutris/Wine, I've also been enjoying the classic infinity engine games (Baldur's Gate, Icewind Dale, etc).
@IndependentRanger too many to list, but my money goes to RimWorld, No Man's Sky (via Proton), Stardew Valley, TMNT Shredder's Revenge, Axiom Verge, Hollow Knight, Starbound, Valheim, VVVVVV, VirtuaVerse, Celeste, Undertale, Crosscode, Crypt of the NecroDancer, Dead Cells, Jupiter Hell, and a few other games that escape me at the moment.
Most games run in Linux these days. It's especially easy if you have your game in steam and enable proton in settings. As for a favourite. That's hard to say. I have accumulated so many games over the years, I can't name a favourite. I played a lot of overwatch before they messed it up with the f2p patch.
Otherwise, I've been playing some rimworld lately and some don't starve together.
Edit: It just struck me. Underrail is a game I could count to my all time favorites.
Oxenfree and Hollow Knight are two of my favourite “current” games. Can’t wait for Oxenfree 2: Lost Signals to come out in a month or so…
Though Oblivion, Skyrim, and Borderlands 2 might be the ones with the most playtime.
Nethack variants like Unnethack, Slash’EM and Dynahack are a perennial favourite on any OS since Hack on MS-DOS in the 80s and Nethack on the Amiga in the 90s.
Guild Wars 2, Dead Cells, The Binding of Issac and Civilization 5
Two native and two via Proton, it is amazing as a non-programmer how good Proton is. They run like native and rarely have to fuss with anything. I might be lucky with that but Linux gaming has really covered a ton of ground in a pretty short time frame.