I am kind of new to linux still and want to buy some games here on gog that are native only. Please recommend me some games, they can be from years ago and not new only by the way.

Although, I am not privy to your preferred type(s) of games, the following may enthrall:

AI War
If the player encroaches upon unfriendly territory without a fair amount of subtlety, an unrelenting artificial intelligence will respond in kind, with a vengeance. The end of the week is the best time for playing this, as you will lose track of time, and the morning birds will greet you with a tweet.

AI War 2
A bit more 'modernized' compared to its predecessor. It, too, is quite clock-hungry.

Darwinia
A game that I often return to, for the plain reason that its graphically-represented world is unique, and inspires deep yearning for developing a living, breathing virtual playground for similarly-harmless computer programs.

DEFCON
Its gameplay and rendered globe are evocative of the film 'WarGames' (1983). There are no victors in mutually-assured destruction.

Duskers
Control (through a command-line interface) a set of unmanned exploration vehicles aboard neglected spaceships, with surprises lurking just around the corner.

else Heart.Break()
In my opinion, the best programming game of all-time (even if its story has received criticism for being 'lackluster').

Kerbal Space Program
Build a rocket, spacecraft, and/or an in-atmosphere aircraft. Launch, laugh, linger.

The Signal from Tolva
Simple, yet enjoyable; a game in which the player commandeers armed robots, while uncovering mysteries.

SOMA
A science fiction adventure that may compel the player to re-examine their own 'human' experiences and existence.

Xenonauts
Of the turn-based strategy genre, a game in which our inevitable new masters seek to oh-so-peacefully colonize planet Earth. You will gallantly orchestrate the premature demise of each and every single one of your underlings.

Edit: Two days after initial post, removed all language-specific hyperlinks, and corrected 'SOMA' entry.

What type of games are you interested in?

Crystal Project: A 3D platformer/RPG hybrid. The platforming reminds me of Solstice, only much more refined, and without the separate screens (the entire world is connected on a single 3D map). The RPG aspect is similar to Final Fantasy 5 with its job system (except that the game calls them classes); combat strategies tend to revolve around preventing bad things from happening to you in the first place.

Fell Seal: Arbiter's Mark: A SRPG that definitely takes inspiration from Final Fantasy Tectics, only more balanced. The DLC adds more mechanics to the game.

Ringlorn Saga: A short game that has been compared to Hydlide (which I've never played). There's a small open overworld with enemies that scale to your level, and some dungeons where the enemies don't scale. Game definitely has an old-school feel.

Demon Lord Reincarnation: A first person dungeon crawler with modal turn-based combat. Death is permanent, but you can recruit replacement characters. Game does not use a traditional leveling system, instead taking inspiration from the SaGa series. Apparently, once you defeat the demon lord, you end up in a scenario reminiscent of Wizardry 4.

Hollow Knight: A metroidvania that's considered quite good. My one complaint is the forcible auto-save, combined with the punishment for dying.

Stardew Valley and Terraria also have native Linux versions, though I haven't played either.

Note, however, that Undertale's native Linux version isn't something I'd recommend. It depends on on obsolete version of a library, and I believe it lacks the most recent updates that the Windows version (which runs fine in WINE) got.

Broforce is one I play often.

Tales of Maj'Eyal is a roguelike that runs natively on Linux and I've played quite a bit. Not for the faint of heart.

Hollow Knight has already been recommended, but it deserves a second recommendation. I suggest watching someone doing a blind playthrough, and see if the gameplay until shortly after the first boss appeals to you. If it does, buy and play it without watching the official trailers, and without scrolling through the store screenshots, for even the store screenshots spoil a bit. It's also cheap when on sale (as it often is).

CrossCode has a good story, and is fun if time-sensitive puzzles in twin-stick shooters are your thing.

Space Haven, while still in active development, is very playable. If you prefer very gray-on-gray morality, RimWorld is much more complex.

Slay The Spire can get surprisingly complex. It has a lot of difficulty levels that unlock once you win a playthough, each run is 60-90 minutes, and winning the harder levels requires working out how your cards will respond to each of the possible upcoming mini-bosses.

FTL is addictive, possibly a bit too random.

Ara Fell appealed to me as an RPG.

If you're okay with porn, and okay without a gender selection option for the main character, Leap of Faith earned those 5 star reviews for its story.

If we bend the rules a bit, you could add all games that run in ScummVM and DOSBox.
While the games themselves are not Linux games, they are not exactly Windows games either. No Proton, Wine or whatever else is needed.

https://www.gog.com/en/games?systems=linux&hideDLCs=true 1311 games

I mean... There is a lot :D

Go for HuniePop, the Fairy will help with studies about emotions :D this game is 10%sex, 90%psychological/emotion studies, and good puzzles (4 in a row is a must to continue)

There are about 1,300 of them, including many RPG classics (Baldur's Gate 1-2, Neverwinter Nights, Placescape Torment). Most DOS and ScummVM games will run natively (even those not on GOG). There's native source ports for Doom, Heretic, Hexen (GZDoom), Quake 1-2 (Quakespasm / VKQuake), Morrowind (OpenMW), Jagged Alliance 2 (Stracciatella), Diablo (DevilutionX), etc.

I guess I'd recommend Chained Echoes

But there's no reason to not just play Windows games on Linux.

Streets of Rogue is an actiony roguelite with "immersive sim" elements and a zany world & sense of humor. While I don't run Linux, IIRC it's supposed to be a solid port.

For a while, a lot of great, popular games were released for Linux. Unfortunately, I see that trend reversing recently (even more so on gog, where some publishers refuse to release their Linux ports on gog). Having unfriendly corporations gobble up relatively Linux-friendly companies doesn't help.

As mentioned above, you can just look for your favorite type of game by filtering for Linux in the store search. I particularly recommend the HBS games: the Shadowrun series and Battletech, just because I've played them recently. Also, for the same reason, in spite of my annoyance at inXile, I recommend Wasteland 2 and 3.

Keep in mind that many of the Linux games sold here are not native Linux games (or even native Windows games, for that matter, such as DOS games). For example, Two Worlds' "native Linux" port is just a wine wrapper. I believe that rather than using emulators or engines provided by GOG, you are better off using your own. Just download the Windows version and run on your own version of Wine. Just download whatever DOS/ScummVM/AGS version is available (wether it comes with a "Linux port" or not), and run it on your own version of dosbox/scummvm/(ags->scummvm).

In fact, I'd also recommend many of the games not sold as Linux games. There are games that are sold as "Windows Only" but use DOSBox or ScummVM, and they are relatively easily fixed to use your native version. I haven't met one that I can't get working yet, and better, since I can use munt/mt32. There are also games that could be using ScummVM, but aren't; see the scummvm compatibility database. Then there those with open source engines that are either the original code or a very good simulation thereof. These include Jagged Alliance 2 (ja2-stracciatella), Diablo+Hellfire (DevilutionX; the devs are even on the gog Diablo subforum), Freespace 2 (fs2_open), Morrowind (openmw; maybe not quite perfect), the original X-COM games (openxcom), and more. Games like Helium Rain and Xenonauts are the best of both worlds: comes with a Linux port and source code, as well. With source code, even if you can't (be bothered to) fix it, you might find someone else who can.

As to why not just play Windows versions on Linux:

1) Every time you buy a Windows game, you count as a (satisfied) Windows user. I believe even Steam's statistics on who does or does not use Linux is skewed. Some people also run "Wintendo" boxes or dual boot just for playing games, since Linux ports are (still) few and far between (even some Windows users do that, in order to isolate their game playing system from their important/serious work). This is a necessity, rather than a choice to use Windows. It's no different than buying and/or emulating a console to play a particular game.

2) Wine doesn't run everything. Even if it works, it may be missing things. Some are obvious, and some are not. Some things I didn't even realize were missing until I watched videos on youtube. Having a "Platinum" or "Gold" rating on wine's or proton's database is no guarantee, either: these are highly system and version specific, and some issues aren't considered important. To be fair, a "Bronze" or "Garbage" rating isn't necessarily valid either; the only useful thing on these databases is when someone reports a problem, as well as a fix for that problem.

3) Wine may use devices improperly, or only allow the game to work in some degraded mode. Of course LInux native ports may do that, as well. Having an extra layer to figure out problems with makes it much harder to fix/work around, though. On the other hand, I do have a few games that have issues in the Linux port that are fixed/not present in Windows, and therefore Wine.

4) Wine tries its best to be Just Like Windows. Maybe this doesn't bother you, but it bothers me. In particular, I don't want games placing files all over my home directory, which wine encourages by default. What little system integration exists is there only to make Wine more Windows-like, not to make the Windows apps more Linux-like.

But according to game devs, Proton is good enough (it isn't), so they don't even think about making Linux ports any more. It's basically winex all over again, except proton is more free.

Asking for good, native Linux games is a bit pointless, as there are plenty of games that meet that requirement, so maybe you should tell us what kind of genres you like.

I don't know, Double Fine have some really nice titles and I think most (all?) of them have a native Linux build, you could check them out.

Will you accept source ports?