Not hard at all, really. My main "game console" for the last year and some change has been one of those tiny gaming PCs you can get on Amazon for about $400. I installed ChimeraOS on there and got it set up with the SteamOS thing in about an hour. I don't play a lot of cutting-edge new stuff, but I do have a lot of Windows games and Proton seems to handle them all just fine.

The SteamOS interface works great even with a gamepad. I even use Xbox gamepads to drive it.