Not a lawyer, and I don’t recommend asking for legal advice on a random forum. From an ethical standpoint, I see it as perfectly ethical as long as it’s for personal use and you don’t give anyone access to it. With that said, if you ever sell the physical copy of the book, I think ethically you’ll have to delete all the copies you’ve made.
Yes. I highly recommend it. You don’t need to get a high end gaming PC or spend a lot of money on new titles. You can go to websites like GOG (DRM-Free games), or Steam (more mainstream platform with more games) to pick up some older games at massive discounts, and they are likely to run well on your normal PC with minimal spending to test the waters. If you enjoy it and want to spend more money for a better experience with newer games, that’s entirely optional.
What kind of games are you interested in?