Hahaha. Nice.
There are just tooooo many PC games. You will have quite some work if you want to create a list (which probably exists already somewhere in some form).
Microsoft Windows has always been pretty good at supporting legacy software.
But we have some exceptions:
64 bit Windows dropped backwards compatibility for 16 bit applications. Unfortunately many games had installers which were already old when the games have been published → In some cases the main game is 32 bit, but the old installer not. That might be very bad if the installer has to extract some custom archive. I guess for the better known games third-party applications will exist to work around this.
Then there is aggressive disc based DRM. The actual game might work, possibly with some compatibility settings for high DPI monitors and fullscreen optimization (don't remember the actual term MS used), but the copy protection can be a big hurdle. Notably the very common SafeDisc with secrdv.sys driver is not working. I've read there are workarounds, but you should rather refrain from trying to get this rancid driver to work on productive Windows 10 systems.
Don't try to install games infected[sic!] with StarForce, especially versions designed for Windows XP. The good case would be Windows preventing the StarForce drivers from installing/loading. The bad case would be a dead Windows (which it did to my XP anyway once).
Older ProtectDISC versions might cause random bluescreens on newer Windows – also while NOT playing the game(s).
Anything using custom drivers to access optical drives can (and probably will) cause problems at some point.
I personally advise against using such disc based DRM infected games on productive systems. Either the copy protection will cause issues… or you have to resort to cracks, which are questionable in trustworthiness themselves.