Yep, this is the way. You will learn loads using Linux but this is not something you want to go wrong.

I used a lower power Intel Atom mini PC with an additional NIC as a router for years. I tested it and found it could route around 300Mb/s which was plenty.

But then I got gigabit internet. So I bought an Intel 4 port GigE card from eBay and now run OPNSense as a VM. If you get the right Intel card you can pass through ports to VM individually, which is nice for playing (don't know the exact details but look for cards with virtualisation support, mine is an 82575GB I think).

To be fair, my setup still probably has too much to go wrong, due to the VM thing, but I just haven't got round to getting dedicated hardware, and it's worked fine for a couple of years now.