A live USB would let you play around in a desktop environment for a bit to see if you like it before jumping in the deep end with it. But if you’ve already tried out KDE plasma and know you’ll like it, then you’re probably fine. I agree that you won’t become familiar with a full distro without data persistence and repeated use.
Maybe at least live boot gnome if you haven’t tried that one yet. Gnome and KDE are the most fully featured desktop environments, so they’re natural choices for users coming from win/mac.
Yeah, you can always install another, but if you are going to do that every day or two before settling on one, maybe consider installing virtual box and trying out the distros like that first. Of course, if you’re in a VM, it can be a challenge to get proper hardware acceleration if you’re going to try out gaming.
At the end of the day, I think dual booting is a good idea, as long as you only use windows when it’s your only option. That’s what I do. It’s easy enough to reboot if I need to play a game or use a windows specific app. More consistent than dealing with QEMU or something.