Private general use OSes don't exist yet.
Your best and essentially only option is to split your use cases to different OSes.
One option is to use Linux for your gaming and your general use, however this may limit your games as well as the fact that linux is also not that secure and you're not particularly private either as no strong mitigation exists against finger printing.
I'd suggest stick to a copy of windows for your gaming, and use a linux live OS for your browsing if possible. This makes your browsing very secure and avoids persistence attacks.
Having two machines really helps here. One for your browsing, the other for your non-private uses.
For privacy and security you'd be looking at Tails and Cubes, but forget about gaming on those. Like I said you can also use a live OS for browsing if Tails doesn't suffice.