I do not know what Bootcamp is and not sure if I would do it as I am not the best tech savvy person.
Some of my console favorites:
Last of Us
Uncharted
Sunset Overdrive
Anything made by Telltale-Walking Dead,Wolf Among Us
Not into FPS shooters really.
A lot of console titles are ported to Mac and Windows. Almost everything including the most current releases from Telltale (Tales from the Borderlands for example) are available for Mac. Walking Dead, Wolf Among Us also are. There are more, I forget them all now. I think there is a Game of Thrones one coming up or maybe it is out? I forget that too. I am forgetful.
You could check the Mac App Store right on your Mac before going anywhere else. If you enter the search terms "Feral Interactive" and "Aspyr Media" you will be served up pages with tons of good games for Mac by the two leading companies that port games to Mac and consistently do great work on them. Chances are you will recognize some titles you know about from the consoles world. Feral goes to great lengths to support a broad range of controllers and Aspyr also offers controller support but I cannot recall off the top of my head if it tends to favor Xbox controllers or not. Just check the game descriptions or contact their support via the link on the game page if you want to know more about that for a particular game and do not see the info. You might want to get a controller to use with your Mac so you can enjoy a very similar experience to console gaming if you find yourself not taking to mouse and keyboard controls although like anything, I think you'd get used to them in time.
You might also want to look at and try something new. I don't know if you've ever played anything in the way of a strategy game but there are some great ones on the App Store released both by Feral and Aspyr.
I would caution you to avoid games released by a company called Virtual Programming. User feedback is consistently not as good with them.
You can also download and install the Steam client for free which offers an online storefront and downloads, updates and launches your games, etc. for more selection and sometimes very good prices on sales but be careful to read user feedback or ask here about unknown titles because they have quantity to be sure but plenty of it is not quality. The other thing with Steam is you need to have the client running to play. You may or may not care about this. Many like its features so I'm not trying to steer you either way, just inform you.
All things considered, especially if you want to initially just pick up a game or two for your Mac, I think I'd recommend the simplest solution that also has a great selection of good stuff, the App Store. A nice thing there is, once it is installed, no client is needed so the game starts right up. Then again, if you leave Steam running all the time that would be true as well for a Steam game.
I would not recommend bothering with Windows, at least not at first. I think for you it is initially more hassle and expense than it is worth. Bootcamp should flawlessly install Windows on the first try but in my own experience of two installations that was not the case. Looking for info on the web I learned I had lots of company there so I really think you ought to skip that for now. You can always do it later if something you really want to play justifies the trouble.
If you like role playing games, I'd encourage to check out the HD remakes of the classic Infinity Engine games which you'd not have ever seen on console but they are really great Dungeons and Dragons ruleset games. So far, they have on the store Baldur's Gate, Baldur's Gate II and most recently Icewind Dale which is a little lighter on story and more focused on combat but all three are great games with a lot of depth to them. They all include their original expansion content too which is nice. Each one currently sells for 20 bucks which if you like this sort of game is a steal. Another game recently released but with old school roots is Divinity: Original Sin which is on the App Store and has been very favorably received by players.
For action/adventure you probably are familiar with Tomb Raider games. The most recent reboot of the series was very well done for Mac and is on the App store. I think a couple more Tomb Raider games are too. I know I bought the classic Tomb Raider II there, which Aspyr updated to run on modern Macs.
I guess that's enough of out me with my usual wall of text. I hope it is helpful and you find some good fun gaming on your iMac. I know I enjoy doing so very much on mine and I don't bother with Windows myself although I have in the past. I find there is enough on Mac or console to keep me plenty busy without needing Windows personally.
