Literally answered in the OP.
"Most PC games from that era are compatible" should be followed with an asterisk the size of Texas.
As shown in the video above, many XP era games will work in modern windows, but often will require tweaking and fan made fixes, and even with those you might get strange errors and problems. Virtual machines don't work well either (Accursed Farms had a video about it, but I think it might have been a guest segment on another channel as I've not been able to find it since) as certain graphics options simply don't work, and it doesn't seem to save you from weird compatibility problems.
I do have a Win 10 PC as my daily driver, but this will be an extra machine that is just to play WinXP games.