Changing Debian kernel for gaming

Debian/APT will keep the default kernel installed besides your custom kernels, only thing to keep in mind which is not necessarily an issue, is to keep track of your custom added repos so when a new release comes out, make sure before upgrading that those repos are supporting the new release. Sorta like how virtualbox still only supports 11/10 so if you upgrade from bullseye to bookworm, vbox will break.

tl;dr there isn't anything wrong with using custom kernels, however keep in mind that if you're asking for gaming, you won't be getting new mesa upgrades throughout the debian release, but you will get amd/intel drivers updates through a more updated kernel.

the grub menu should let you select older/other installed kernels.

but are you sure the kernel versions will make that much of a difference in the games?

Debian is an ultra-stable distribution, but that is at the expense of using relatively-outated versions of the programs it ships. That is because after a new version of those programs is released, the Debian team takes it's time to test it thoroughly and iron any wrinkle they can find away before making an update.

Debian 12 ships Linux version 6.1, and that in theory should support even the latest stuff (Intel 13th gen, Ryzen 7000 series, NVidia RTX 40 series and Radeon RX 7000 series).

About the special gaming kernels, they change minor stuff and are mor about squeezing the last FPS, but it is a hassle and they are not in the Debian repos so they are not officially endorsed. That and becasue it can be quite technical to get up, you are better with stock Debian and it's kernel.