The vast majority of games work as they come.
Steam tells you whether a game is supported and will work without issues, or whether it’s “playable”, in which case it will tell you the game’s problems. For example it might say “the game’s launcher needs to use the touchscreen and not the controller”. Very minor details.
Stay away from “unsupported” games. They will work but often require tinkering.
It’s easy to enter and slowly begin tinkering as you learn how to use the thing. It works amazingly out of the box.
You won’t get burn in. I’m confident.
They tested the OLED switch and found it needs thousands of hours showing the same image for any slight burn in.