With the exception of the larger catalogue of old games, GOG is no different to Steam in this area. Unfortunately, you're typically going to have to mess around getting games to work, or work well. These fixes typically involve downloading third party software or editing config files.
Here's a few examples of issues you can expect:
- Star Wars Jedi Outcast (I do not recommend the game itself, by the way!) works on Windows 10 but requires a few simple changes in a config file for decent visuals. This is absurd since it is so easy for GOG to include these changes with the installation!
- Dungeon Keeper runs in DOSBox (GOG supplied and configured) but the CPU core speed is set too low, so I increased it.
- Dungeon Keeper 2 runs at a lower resolution with a GOG supplied fix. Being unsatisfied with this, I ran the original game executable using compatibility settings and found that the GOG supplied fix was unnecessary! I managed to get DK2 to run at 1080p, but the camera was too zoomed in (the zoom limit is hard-coded apparently). Looking around on the Internet, there appears to be a fix for the zoom but I haven't tried it.
- Titles such as Quake, Quake 2 and Doom will require third party enthusiast-made software to play (i.e. Doomsday engine for Doom - it's great and free!).
- Blood 2 does not run at all on Windows 10 and I can't find a fix for it.
Needless to say, these issues are totally unacceptable for a site that, as its name implies, specialises in old games (GOG is short for Good Old Games). Put simply, GOG.com is a missed opportunity to innovate with old games, and you don't know what you're buying will work well or work at all.
One more piece of advice: ALWAYS check a few pages of negative reviews out when deciding whether to buy a game (or anything, actually). Certain games will not be as good as you remember as a kid and, as I've mentioned, there could be various technical issues with a game.