What kind of files are you talking about? The vast majority of files will just work once you install an application to handle them. Images, video, audio, etc should all work out of the box on most distro.

"Try to make them compatible" isn't something you should ever have to worry about for files. Files are files, and you don't have to convert them to some other format in order to use them. Rather, you'll just need to install the relevant apps from your distribution's package manager. GIMP handles Photoshop files no problem for instance. No conversion or such, just... Open them like you would on Windows by double clicking.

Can you be more specific?

I may be reading this wrong, but it sounds like you think Linux requires all your files to be converted to some other format before you can use them. There is no such thing as a Windows-JPEG and a Linux-JPEG, it's just a JPEG. All your files will still work. It's the software that opens the files that might need to change (e.g. MS Word or Photoshop).

Unless you're talking about filesystems like NTFS and ext4, in which case there is no argument to be made as Linux supports NTFS already. In my experience, it "just works".

I like all the various things I have saved on my PC i would not want to lose them

Then make sure you’re taking backups and follow the 3-2-1 backup strategy at minimum. Backblaze is a great option for Windows users to help with that, since it can back up your whole PC for a fixed cost each month.

There’s no reason to rush to start using Linux. If you’re interested, you can always dip your toes in with something like the Steam Deck or booting from a USB drive

I can understand. Don't need to switch. It's normal to enjoy what you're used to.

As long as you have your files backed up properly it shouldn't be too difficult. If you don't, I'd be more worried about what happens if one of your drives failed and how you'd retrieve that data.